Author/Authors
ÇELİK, Sibel Dumlupınar Üniversitesi - Sigortacılık ve Risk Yönetimi Bölümü, Turkey , AKARIM, Yasemin Deniz Dumlupınar Üniversitesi - Bankacılık ve Finans Bölümü, Turkey
Title Of Article
Liquidity Risk Management: An Empirical Analysis on Panel Data Analysis and ISE Banking Sector
شماره ركورد
16051
Abstract
In this paper, we test the factors affecting liquidity risk management in banking sector in Turkey by using panel regression analysis. We use the data for 9 commercial banks traded in Istanbul Stock Exchange for the period 1998-2008. In conclusion, we find that risky liquid assets and return on equity variables are negatively related with liquidity risk. However, external financing and return on asset variables are positively related with liquidity risk. This finding is importance for banks since it underlines the critical factors in liquidity risk management.
From Page
1
NaturalLanguageKeyword
Liquidity Risk Management , Panel Data Regression , Banking Sector
JournalTitle
Journal Of Social Sciences, Eskişehir Osmangazi University
To Page
17
JournalTitle
Journal Of Social Sciences, Eskişehir Osmangazi University
Link To Document