The Interrelationships between Bank Leverage, Bank Stability, Credit Risk, and Liquidity Risk: Evidence from Asian-5 Countries | ||
| Iranian Economic Review | ||
| مقاله 2، دوره 30، شماره 2، تابستان 2026، صفحه 449-479 اصل مقاله (711.91 K) | ||
| نوع مقاله: Research Paper | ||
| شناسه دیجیتال (DOI): 10.22059/ier.2024.373454.1007957 | ||
| نویسندگان | ||
| Handy Octavianus1؛ Isfenti Sadalia* 2؛ Beby Kendida Hasibuan2؛ Tona Aurora Lubis3؛ Yasmin Chairunisa Muchtar2 | ||
| 1Vocational Faculty, Universitas Sumatera Utara, Indonesia. | ||
| 2Vocational Faculty, Universitas Sumatera Utara, Indonesia | ||
| 3Department of Economics, Universitas Jambi, Jambi, Indonesia | ||
| چکیده | ||
| This study investigates the interrelationships among bank leverage, bank stability, credit risk, and liquidity risk in 93 ASEAN-5 banks between 2010 and 2019, with 930 firm-year observations. The generalized method of moments (GMM) estimator is employed to examine the linkages between bank leverage, bank stability, credit risk, and liquidity risk. The test results show a negative reciprocal relationship between bank leverage and stability. Also, the findings show a negative reciprocal relationship between credit risk and bank leverage. Furthermore, an increase in asset liquidity concentration tends to increase the use of leverage and vice versa. The findings of this study confirm that bank capital decisions have implications for critical concepts in banking, i.e., bank stability, credit risk, and liquidity risk. Additionally, this study proposes a new measurement for determining liquidity concentration. The research will be valuable to banking management and regulators in identifying the interrelationships between essential banking concepts to create soundness in the banking environment. | ||
| کلیدواژهها | ||
| assets؛ capital؛ disbursement؛ finance؛ monetary | ||
| مراجع | ||
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آمار تعداد مشاهده مقاله: 715 تعداد دریافت فایل اصل مقاله: 55 |
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