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Fund management and the liquidity of the bank
This paper analyzes the liquidity of the banks, both precautionary and involuntary liquidity. We apply dynamic panel estimation on individual bank data covering the period of January 2002 to November 2011. The result shows precautionary liquidity is more determined by the operation of the bank. On the other hand, the involuntary liquidity is more affected by the financial system condition. Controlling the size of the bank, the effect of the financial system condition and the macro economy is larger for the small banks. Moreover, the monetary policy in the form minimum reserve requirement affects the precautionary liquidity of the small banks; while the central bank rate is less influential to the bank liquidity.
Call Number | Location | Available |
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PSB lt.2 - Karya Akhir | 1 |
Penerbit | Bulletin of Monetary Economics and Banking., 2014 |
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Edisi | - |
Subjek | Liquidity Banking Fund management General method of moment |
ISBN/ISSN | - |
Klasifikasi | - |
Deskripsi Fisik | - |
Info Detail Spesifik | - |
Other Version/Related | Tidak tersedia versi lain |
Lampiran Berkas | Tidak Ada Data |