International Journal of Economics and Financial Issues Systematic and Unsystematic Risk Determinants of Liquidity Risk Between Islamic and Conventional Banks release_bclwhxtlf5cqzma5qvwukbh2ru

by Waeibrorheem Waemustafa, Suriani Sukri

Released as a article-journal .

2016  

Abstract

The fundamental function of banking remains unchanged throughout the the history of banking theory. The management of risk, asset and liability remain the core function of banking. The early signal of banking crisis can be observed from the volatility of liquidity risk. Hence, this study attempted to investigate the influence of external and internal factors affecting liquidity risk of Islamic and conventional banks. This study employs time series regression analysis of Islamic banks and conventional banks from 2000 to 2010. The study found that Islamic banks maintain higher liquidity compared to conventional banks. The multivariate regression analysis shows that 4 out of 14 bank-specific factors and one macroeconomic factor significantly influence the liquidity risk of Islamic bank whereas conventional banks show that 5 out of 13 bank-specific factors are significant to liquidity risk.
In text/plain format

Archived Files and Locations

application/pdf  469.3 kB
file_geaknhlajfbnxnyfb3hlokkbsu
web.archive.org (webarchive)
www.econjournals.com:80 (web)
Read Archived PDF
Preserved and Accessible
Type  article-journal
Stage   unknown
Year   2016
Work Entity
access all versions, variants, and formats of this works (eg, pre-prints)
Catalog Record
Revision: 2f8c13e1-8ca4-4e0d-b672-87d6bdd0603b
API URL: JSON