文章基本信息

标题：Avoiding a Liquidity Crunch: Do Pre-Bear Phase Bank Ratios Matter? Evidence from a World-Wide Sample
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作者：Bala Batavia ; Nandakumar Parameswar ; Sree Rama Murthy 等
期刊名称：Journal of Applied Economics and Business Research
电子版ISSN：1927-033X
出版年度：2013
卷号：3
期号：1
页码：1-13
出版社：Journal of Applied Economics and Business Research
摘要：This paper undertakes an analysis of the performance of major banks, with diverse national ownership, during – and around - financial crises. Data for the recent crisis periods, covering the period 1999 – 2008, comprising of both bull and bear phases, from more than 500 banks is analyzed. The main finding from this cross-section study is that key financial ratios in the pre-financial crisis or bear period have a bearing on how banks perform in the crisis period. Strong capital and profitability ratios in the pre-bear phases seem to facilitate high liquidity creation in the bear phase. High asset quality, represented by low loan loss reserve ratios, is also seen to be linked to better liquidity creation during crisis periods.
关键词：Financial crisis; pre-bear phase; bank failures; returns on equity; gulf region; Basel II.