东南亚国家的流动性风险与银行绩效:动态面板方法

IF 3.2 Q1 BUSINESS, FINANCE
Tram Thi Xuan Huong, T. T. Nga., T. Oanh
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引用次数: 11

摘要

本研究使用2004-2016年期间来自东南亚9个国家171家银行的Bankscope的不平衡面板数据和广义矩量法(SGMM)来分析流动性风险对东南亚国家银行业绩的影响。研究结果表明,流动性风险对银行业绩有积极的影响,或者说,大多数业绩良好的银行在正常情况下流动性风险较高。然而,如果发生金融危机,流动性风险对银行业绩的影响是负的。这意味着,在危机期间,银行将寻求增加流动性资产,以提高盈利能力,这将增加财务成本,降低银行效率。此外,东南亚国家的银行绩效还受到以下因素的影响:银行绩效滞后变量的影响、流动资产质量、银行规模、银行资本、贷款损失拨备、GDP增长、货币供应量和通货膨胀。本研究的结果旨在补充实验结果,并为银行在这一领域的管理提出一些重要的指导方针。
本文章由计算机程序翻译,如有差异,请以英文原文为准。
Liquidity risk and bank performance in Southeast Asian countries: a dynamic panel approach
This study uses unbalanced panel data from Bankscope from 171 banks in 9 countries in Southeast Asia over the period 2004–2016 and the Generalized Method of Moments (SGMM) to analyze the impact of liquidity risk on bank performance in Southeast Asian countries. The results show that liquidity risk has a positive effect on the performance of banks or that most banks with good performance have a high liquidity risk under normal conditions. However, if there is a financial crisis, the effect of liquidity risk on bank performance is negative. This means that during the crisis, banks will seek to increase liquidity assets, to improve profitability, which will increase financial costs and reduce bank efficiency. Besides, bank performance in Southeast Asian countries is also influenced by the following factors: impact of the lag variable of bank performance, quality of liquid assets, bank size, bank capital, loan loss provision, GDP growth, money supply and inflation. The results of this study are intended to supplement the experimental results and suggest some critical guidelines for bank management in this area.
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来源期刊
CiteScore
0.30
自引率
1.90%
发文量
14
审稿时长
12 weeks
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