Systematic and Unsystematic Risk Determinants of Liquidity Risk Between Islamic and Conventional Banks

Waeibrorheem WAEMUSTAFA; Suriani SUKRİ

Makale detayları

Systematic and Unsystematic Risk Determinants of Liquidity Risk Between Islamic and Conventional Banks

Yazarlar:

Waeibrorheem WAEMUSTAFA | Suriani SUKRİ

Yayıncı:

İlhan ÖZTÜRK

Dergi:

International Journal of Economics and Financial Issues 2016 Vol.6 Issue 4, pp.1321-1327

Belge Tipi:

Makale

Yayın Tarihi:

8/2016

Belge Dili:

Türkçe

Document ID (Org No.):

2000812434

Sıklık:

İki Aylık

eISSN:

2146-4138

Özet:

 

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 four out of fourteen bank-specific factors and one macroeconomic factor significantly influence the liquidity risk of Islamic bank whereas conventional banks show that Five out of thirteen bank-specific factors are significant to liquidity risk.

Makale detayları

Systematic and Unsystematic Risk Determinants of Liquidity Risk Between Islamic and Conventional Banks

Yazarlar: Waeibrorheem WAEMUSTAFA | Suriani SUKRİ

Yayıncı: İlhan ÖZTÜRK

Dergi: International Journal of Economics and Financial Issues 2016 Vol.6 Issue 4, pp.1321-1327

Belge Tipi: Makale

Yayın Tarihi: 8/2016

Belge Dili: Türkçe

Document ID (Org No.): 2000812434

Sıklık: İki Aylık

eISSN: 2146-4138

Sayı

Yazarlar:

Waeibrorheem WAEMUSTAFA | Suriani SUKRİ

Yayıncı:

İlhan ÖZTÜRK

Dergi:

International Journal of Economics and Financial Issues 2016 Vol.6 Issue 4, pp.1321-1327

Belge Tipi:

Makale

Yayın Tarihi:

8/2016

Belge Dili:

Türkçe

Document ID (Org No.):

2000812434

Sıklık:

İki Aylık

eISSN:

2146-4138