|
|
|
|
Search published articles |
|
|
Showing 1 results for Basel Committee
Dr Ahmad Googerdchian, Simin Mirhashemi, Volume 3, Issue 11 (6-2013)
Abstract
Since the liquidity shortage has some undesirable consequences for banks, the evaluation of different strategies of providing liquidity is very important. In normal market conditions, there are plenty of adjustment strategies available for banks which allow them to have higher liquid assets when they face higher payment obligations. This paper mainly focuses on three strategies of liquidity management in country's banking system in above conditions.
The main aim of current paper is to test three strategies of liquidity management based on the recommendations of Basel Committee in the condition of increasing the payment obligations of the banking network, by applying Generalized Method of Moments (GMM) method. We used the data from 20 Iranian commercial banks for the period 2001-2009.
Results show that there is a positive relationship between payment obligations and securities stock growth rates and also between payment obligations and repayments of loans growth rates. However there is a diverse relation between payment obligations and long-term loans growth rates.
|
|
|
|
|
|