Bank liquidity

Liquidity risk, which tends to compound other risks such as credit and market risks, has become one of the principal risks in banks. Thus, this study examined the determinants of liquidity risk measured by the loan deposit ratio (LDR).

9p vibecca 01-10-2024 1 1   Download

The study investigates the relationship between liquidity and returns on a stock exchange in a frontier market. The paper applies three asset pricing models, including Capital Asset Pricing Model (CAPM), the Fama-French three-factor model, liquidity-augmented three-factor model. To measure the liquidity in the study, five measures: quoted spread, trading volume, trading value, Amihud measure, and turnover ratio were applied.

16p viormkorn 27-09-2024 4 2   Download

This research aims to evaluate the impact of CW issuance on the price and liquidity (measured by trading volume and bid-ask spread) of underlying stocks on the Vietnamese stock market. The study employs the event study methodology and Wilcoxon test to examine whether abnormal returns, trading volume, and bid-ask spreads change after CW issuance.

14p viormkorn 27-09-2024 7 2   Download

Determining the impact of liquidity position on operational efficiency and the relationship between liquidity position and operational efficiency in Vietnamese commercial banks thereby proposing solutions to improve operational efficiency of Vietnamese commercial banks.

26p gaocaolon7 18-09-2020 23 2   Download

The thesis proposes a system of solutions and recommendations on liquidity management at Agribank by 2025 to ensure effective operation, stable and sustainable development, and maintaining the leading commercial bank position in Vietnam.

27p cothumenhmong6 17-07-2020 33 3   Download

The thesis studies the impact of financial market payment on the liquidity of commercial banks in the context of Vietnam; Making policy recommendations on financial market development in Vietnam.

0p cothumenhmong6 17-07-2020 31 1   Download

This paper evaluates the financial performance of the ICICI bank such as, profitability ratio, liquidity ratio, leverage ratio, growth ratio, net profit margin, ROE, ROA, debt equity ratio, current ratio, quick ratio, cash ratio, debt ratio, interest coverage ratio etc.

10p guineverehuynh 22-06-2020 13 0   Download

The main objective of the thesis is to identify factors influencing liquidity risk and analyze the impact of liquidity risk on bank efficiency performance, study the case of South-East Asia countries in the period of 2004 - 2016.

36p slimzslimz 23-12-2019 50 8   Download

This paper is aimed to identify the key determinants of commercial banks’ liquidity in Vietnam, testing the hypotheses of trade-off between bank liquidity and profitability. The random effect model (REM) is applied with data of 140 observations from 20 Vietnamese commercial banks in period 2008 to 2014.

12p thiendiadaodien_5 08-01-2019 32 4   Download

This paper is aimed to identify the key determinants of commercial banks’ liquidity in Vietnam, testing the hypotheses of trade-off between bank liquidity and profitability. The random effect model (REM) is applied with data of 140 observations from 20 Vietnamese commercial banks in period 2008 to 2014.

12p jangni 13-04-2018 89 3   Download

The purpose of this research is to determine the factors that affect the profitability of commercial banks in Vietnam. Beside, the article has given the best solution to managers and investors to decide their business strategy and minimize financial risk.

6p namthangtinhlang_02 08-11-2015 225 10   Download

Chapter 19 Bank Management: describe the underlying goal, strategy, and governance of banks, explain how banks manage liquidity, explain how banks manage interest rate risk, explain how banks manage credit risk, explain integrated bank management.

45p phanthphan 30-01-2015 60 8   Download

Research will focus on the basic theory in terms of liquidity management of the central bank, the status of liquidity to execute the monetary policy of the central bank by forecasting method from currency balance sheet and propose management solution on liquidity of the central bank monetary policy.

24p luanan014 17-07-2014 96 7   Download

One of the most frequent questions we get at Standard & Poor’s is, “What are the criteria for being added to an S&P Index?” First and foremost, S&P Indices are not rules-based; all changes are fully discretionary and are determined by the Index Committee based upon public information. Companies may not apply for inclusion. The Standard & Poor’s Index Committee examines five main criteria when looking for Index candidates: trading analysis, liquidity, ownership, fundamental analysis, market capitalization, and sector representation.

5p batrinh 16-07-2009 165 14   Download