The Determinants of Bank Liquidity

Wuryandani, Gantiah

doi:10.2139/ssrn.2242754

Cited by 3 publications

(4 citation statements)

References 10 publications

Supporting

Mentioning

Contrasting

Unclassified

Order By: Relevance

“…Studies (Ahmad (2012), Delechat(2012), Hasanovic (2012), Munteanu(2012), Wuryandani(2012), Vodova(2013), Moussa(2015), and Bista & Basnet(2020)) mention determinants of bank liquidity to micro (NPL, capital, bank size, etc. ) and macro factors (GDP(Gross Domestic Product), Inflation, Unemployment, etc.).…”

Section: Theoretical Frameworkmentioning

confidence: 99%

Measuring Determinants of Time Deposit in The Commercial Banks in Nepal

Bista

Basnet²

2022

Quant. Econ. Manag. Stud.

View full text Add to dashboard Cite

Time deposit is one of major source of liquidity of the commercial bank to maintain money supply to the demand of business and household sector. In this context, an interesting query is the determinants of time deposit. This paper measures the determinants of time deposit in the commercial banks of Nepal based on 15 years’ time series data sets from 2000-01 to 2017-18 of the sample commercial banks published by the central bank of Nepal. Using descriptive statistics and multiple regression models as the analytical tools, the paper has found fluctuating trend of liquidity in the commercial banks but inclining trend of external and internal variables including GDP, Deposit, Capital, Size of Bank, remittance and public debt. In this trend, the liquidity of the commercial banks depends significantly on time deposit and remittance inflow. Besides, the positive trend of time deposit from 1994-95 to 2017-18 has caused the positive trend of total deposit from 1994-95 to 2017-18. Additionally, the paper has found that GDP per capita, US exchange rate, interest rate and the branch of the bank are positively and significantly determinants to the time deposit of the commercial bank but inflation rate is negatively and determinant with significance. The internal variables are more determinants than the external variables to the time deposits. It is clear that time deposit is a reliable and long-term source to main the bank liquidity of the commercial bank for their financial stability and performance depends on more the internal variables than the external variables. Therefore, the commercial bank should reform as mentioned in the monetary policy and money market dynamics to improve the competitiveness and smartness of bank policy including interest rate policy and branch of the commercial banks for effective mobilization of the scattered small resources all over the country for higher rate of capital formation, investment, and economic growth

show abstract

Section: Theoretical Frameworkmentioning

confidence: 99%

Measuring Determinants of Time Deposit in The Commercial Banks in Nepal

Bista

Basnet²

2022

Quant. Econ. Manag. Stud.

View full text Add to dashboard Cite

show abstract

“…Gelişen piyasa ekonomilerinde ise yüksek enflasyonun ve ulusal paranın ani değer kaybının yaşandığı zamanları izleyen dönemlerde, yabancı para cinsinden mevduatlarda ve kredilerde artış trendine girilmektedir ve bu süreç dolarizasyon olarak adlandırılmaktadır (Honohan & Shi, 2002: 2) (Nitescu & Duna, 2018;Vodova, 2011), takipteki kredi toplam kredi oranı (Nitescu & Duna, 2018;Vodova, 2011) (Nitescu & Duna, 2018;Trenca, Petria & Corovei, 2015), milli gelir (Akkaya & Azimli, 2018;Trenca ve ark., 2015;Vodova, 2011), bankalararası faiz oranı (Vodova, 2011;Wuryandani, 2012), büyüme (El-Chaarani, 2019;Işık & Belke, 2017), zorunlu karşılıklar (Wuryandani, 2012) Türkiye Ekonomisinin 2001-2019 döneminde bu model kapsamında ele alınan seriler için yapılmış olan ADF birim kök sınamalarına göre, serilerin tamamı farkı alınarak durağan hale getirilebilmektedir. Birim kök testleri sonucunda serilerin tamamının aynı düzeyde durağan "I(1)" oldukları saptanmıştır.…”

Section: Introductionunclassified

“…, kamu açığı(Trenca ve ark., 2015) ve döviz kuru(Akkaya & Azimli, 2018) örnek gösterilebilir. Literatürde bankacılık sektörü likiditesinin farklı belirleyicilerinin farklı kapsamlarda ele alınmış olması nedeniyle, literatürden seçilmiş araştırmalar: (i) Çalışamada bulunan ülkeye/ülkelere özgü makroiktisadi değişkenleri, (ii) Bankacılık sektörüne özgü değişkenleri ve (iii)Wuryandani (2012), Endonezya ekonomisine özgü değişkenler kullanarak likiditenin makroiktisadi belirleyicilerini tahminlemiştir. Çalışma literatüre, bağımlı değişken olarak bankalara değerleri bir arada kullanarak modelleme yapmışlardır.…”

unclassified

Bankacilik Si̇stemi̇ Li̇ki̇di̇tesi̇ Ve Makroekonomi̇k Deği̇şkenler Arasindaki̇ Etki̇leşi̇m: Vektör Hata Düzeltme Yaklaşimi

Karabıyık¹

2021

Journal of Empirical Economics and Social Sciences

View full text Add to dashboard Cite

Bu araştırmada, likiditeyle çeşitli makro iktisadi değişkenler arasındaki etkileşimin incelenmesi amaçlanmaktadır. 2001-2019 dönemini kapsayan bir veri setiyle yapılan araştırmanın sonucunda Türkiye Ekonomisinde bankacılık sektörü likiditesi, kişi başı milli gelir, faiz ve net dış ticaret değişkenleri arasında uzun dönemli ilişki olduğuna dair bulgular elde edilmiştir. VECM analizi bulgularına göre hata düzeltme mekanizması çalışmaktadır ve uzun dönemde kişi başı milli gelir, faiz ve net dış ticaret değişkenlerinden likidite yönünde tek yönlü nedensellik ilişkisi mevcuttur. Kısa dönemli nedensellik analizi sonuçları ise, faizin likiditenin Granger sebebi ve likiditenin de kişi başı milli gelirin Granger sebebi olduğunu göstermektedir.

show abstract

“…Studies(Ahmad (2012),Delechat(2012), Hasanovic (2012,Munteanu(2012),Wuryandani(2012),Vodova(2013),Moussa(2015), andBista & Basnet(2020)) mention determinants of bank liquidity to micro (NPL, capital, bank size, etc.) and macro factors (GDP(Gross Domestic Product), Inflation, Unemployment, etc.).…”

mentioning

confidence: 99%

Measuring Determinants of Time Deposit in the Commercial Banks in Nepal

Bista

Basnet²

2022

ARRUS J. Soc. Sci. Hum.

View full text Add to dashboard Cite

A time deposit is one of the major sources of liquidity of the commercial bank to maintain money supply to the demand of business and household sector. In this context, an interesting query is the determinants of time deposit. This paper measures the determinants of time deposit in the commercial banks of Nepal based on 15 years’ time series data sets from 2000-01 to 2017-18 of the sample commercial banks published by the central bank of Nepal. Using descriptive statistics and multiple regression models as the analytical tools, the paper has found a fluctuating trend of liquidity in the commercial banks but the inclining trend of external and internal variables including GDP, Deposit, Capital, Size of Bank, remittance, and public debt. In this trend, the liquidity of the commercial banks depends significantly on time deposits and remittance inflow. Besides, the positive trend of time deposit from 1994-95 to 2017-18 has caused the positive trend of total deposit from 1994-95 to 2017-18. Additionally, the paper has found that GDP per capita, US exchange rate, interest rate, and the branch of the bank are positively and significant determinants to the time deposit of the commercial bank but the inflation rate is negatively and determinant with significance. The internal variables are more determinants than the external variables to the time deposits. It is clear that time deposit is a reliable and long-term source to main the bank liquidity of the commercial bank for their financial stability and performance depends on more the internal variables than the external variables. Therefore, the commercial bank should reform as mentioned in the monetary policy and money market dynamics to improve the competitiveness and smartness of bank policy including interest rate policy and branch of the commercial banks for effective mobilization of the scattered small resources all over the country for the higher rate of capital formation, investment, and economic growth.

show abstract

The Determinants of Bank Liquidity

Cited by 3 publications

References 10 publications

Measuring Determinants of Time Deposit in The Commercial Banks in Nepal

Measuring Determinants of Time Deposit in The Commercial Banks in Nepal

Bankacilik Si̇stemi̇ Li̇ki̇di̇tesi̇ Ve Makroekonomi̇k Deği̇şkenler Arasindaki̇ Etki̇leşi̇m: Vektör Hata Düzeltme Yaklaşimi

Measuring Determinants of Time Deposit in the Commercial Banks in Nepal

Contact Info

Product

Resources

About