Liquidity Risk Management: A Comparative Analysis of Panel Data Between Islamic And Conventional Banking In Turkey
| Autor: | Harun Çetinkaya, Ahmet Incekara |
|---|---|
| Rok vydání: | 2019 |
| Předmět: |
Inflation
Computer science media_common.quotation_subject 020206 networking & telecommunications Financial system Islam 02 engineering and technology Liquidity risk Gross domestic product Confidence interval Market liquidity 0202 electrical engineering electronic engineering information engineering General Earth and Planetary Sciences 020201 artificial intelligence & image processing Islamic banking General Environmental Science media_common Panel data |
| Zdroj: | Procedia Computer Science. 158:955-963 |
| ISSN: | 1877-0509 |
| Popis: | The aim of this study is Islamic and conventional banking continued its activities in Turkey, the factors that affect liquidity risk management is to test the panel data regression analysis. For this purpose, quarterly financial data of Islamic and conventional banks were used. In the scope of the analysis, a total of 6 banks (3 participation and 3 traditional) operating between 2014-2018 were included. As a result of the analysis, it was found that there is a negative and statistically significant relationship between liquid assets (LA), gross domestic product (GDP) and inflation (INF) variables and liquidity risk at 99% confidence level for Islamic banks. NPL has a positive and statistically significant effect on Islamic banking with 95% reliability. The relationship between NPL and liquid assets (LA) variables and liquidity risk in conventional banks was negative and statistically significant at 95% and 99% confidence levels, respectively. These results are valuable in terms of which variables both conventional and Islamic banks should prioritize in managing liquidity risk. |
| Databáze: | OpenAIRE |
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