Determinants of banks liquidity : an empirical study of banks working in Palestine

العناوين الأخرى

محددات السيولة المصرفية : دراسة تطبيقية على المصارف العاملة في فلسطين

مقدم أطروحة جامعية

Ahmad, Mahmud Yusuf Abd al-Rauf Sayyid

مشرف أطروحة جامعية

Abu Muammar, Faris Mahmud

الجامعة

الجامعة الإسلامية

الكلية

كلية التجارة

القسم الأكاديمي

قسم إدارة الأعمال

دولة الجامعة

فلسطين (قطاع غزة)

الدرجة العلمية

ماجستير

تاريخ الدرجة العلمية

2018

الملخص الإنجليزي

Liquidity management is considered as one of the top priorities in banks to ensure their ability to reach funds when needed in order to meet their customers' demands and meet their obligations at time.

Therefore, this study aims to identify determinants of liquidity for working banks in Palestine.

In order to achieve this aim, banks balancsheets and income statements analysed in order to compute study variables.

Liquidity, which is the dependent variable of study, expressed by three liquidity ratios as: liquid assets to total assets (L1), liquid assets to short-term liabilities (L2), and loans to deposits (L3).

The study used 13 factors that selected as potential determinants of banks liquidity depending on previous studies results connected to local environment; nine of them are internal banks variables, including, Bank Size, Profitability, Capital Adequacy, Loans, Asset Quality, Banks Lending, Management Efficiency, Deposits, and Funding Cost.

While four of them are macroeconomic variables including Unemployment Rate, Lending Rate, interest Rate Spread, and Growth Rate of GDP.

The study used panel data multiple regression method in order to analayis the data of 14 banks that are working in Palestine including foreign and local banks with focusing on period from 2007 to 2016.

Results showed that bank Capital Adequacy, Loans, Banks Lending and Deposits had statistically significant effect on bank liquidity, while Bank Size, Profitability, Asset Quality, Management Efficiency, Funding Cost, Unemployment Rate, Lending Rate, Interest Rate Spread, and GDP had no statistically effect on bank liquidity.

The study generally stresses the importance of internal management of liquidity risk of banks on a continuous basis, and specifically recommend balancing the bank's deposit taking and lending structure on the one hand and maintaining liquidity on the other.

It also recommends to strengthening banks capital structure and control over operating expenses.

Besides, it recommends developing monetary policy in order to empowerment PMA control over monetary supply and interest rates.

التخصصات الرئيسية

إدارة الأعمال

الموضوعات

• المصارف
• السيولة(اقتصاد)
• فلسطين

عدد الصفحات

132

قائمة المحتويات

• APA
• MLA
• AMA

لغة النص

الإنجليزية

نوع البيانات

رسائل جامعية

رقم السجل

BIM-911789