叙利亚银行的流动性创造研究
发布时间：2021-10-25 09:41
商业银行最重要的功能是为经济体创造流动性,但是目前为止,这一职能在叙利亚情境中尚未得到应有重视。本研究旨在探讨叙利亚银行业创造的流动资金数额,并探讨其与商业银行一些主要特征之间的关系,如银行资本、CAMEL评级制度和银行盈利能力。本研究采用最全面的方法衡量银行流动性创造,并使用普通最小二乘法,以叙利亚所有15家商业银行2004-2017年期间的面板数据为样本得到171个银行年度观测值。研究结果表明,平均而言,叙利亚银行业在流动性创造方面是无效的,尤其是在战争期间。结果还显示,在众多商业银行中伊斯兰银行是流动性创造表现最佳的银行;而做为唯一的国有商业银行,叙利亚商业银行对于流动性创造的表现是最差的,不仅没有创造流动性而且破坏了流动性。回归分析结果显示,银行资本对流动性创造有负面影响,支持金融脆弱性挤出假说,高度资本化导致流动性创造不足,这种结果主要体现在高资本化银行和低流动性创造银行中。CAMEL评级系统对流动性创造水平的评价是可行的,因为其比率对流动性创造的影响是显著的。结果还显示流动性创造会显著负向影响银行盈利能力,支持破产成本假说,流动性创造可以增加非流动性风险水平,进而降低银行的...
【文章来源】：东北财经大学辽宁省
【文章页数】：137 页
【学位级别】：博士
【文章目录】：
Acknowledgements
Abstract
摘要
List of Abbreviations
List of Publications
1 Introduction
1.1 Background of the Study
1.2 Syria as a context of Analysis
1.2.1 Syria at a Glance
1.2.2 Syria- before the conflict
1.2.3 The Syrian conflict
1.2.4 Economic Indicators
1.2.5 The Syrian Banking Sector
1.3 Research Gap, Significance and Innovation
1.3.1 Research Gap
1.3.2 The significance of the Study
1.3.3 Study Innovation
1.4 Research Objectives and Questions
1.4.1 Research Objectives
1.4.2 Research Questions
1.5 Structure of the dissertation
2 Theoretical Framework
2.1 Theory of Liquidity Creation
2.1.1 Liquidity Creation-On-balance sheet
2.1.2 Liquidity Creation- Off-balance sheet
2.2 Summary
3 Analysis of Syrian banks' liquidity creation
3.1 Data
3.2 Measurement of Bank Liquidity Creation
3.2.1 Liquidity Transformation Measure (LT Gap)
3.2.2 Liquidity Creation Measure
3.3 Liquidity Creation of the Syrian Commercial Banks
3.4 The components of liquidity creation
3.5 Liquidity Creation by Bank
3.6 Liquidity Transformation Gap
3.7 Summary
4 Bank capital and Liquidity Creation
4.1 Literature Review and Hypotheses Development
4.1.1 The literature on Bank Liquidity Creation
4.1.2 The literature on bank capital and liquidity creation
4.1.3 Hypotheses Development
4.2 Variable selection
4.3 Model design
4.4 Results and Discussion
4.4.1 Descriptive Statistics
4.4.2 Correlation Matrix
4.4.3 Multiple regression results
4.4.4 Further Analysis
4.4.5 Robustness Test
4.5 The conclusion of Chapter 4
5 The CAMEL rating system and Liquidity Creation
5.1 Literature Review and Hypotheses Development
5.1.1 Capital Adequacy
5.1.2 Asset Quality
5.1.3 Management Efficiency
5.1.4 Earning Ability
5.2 Variable selection
5.3 Model design
5.4 Results and Discussion
5.4.1 Descriptive statistics
5.4.2 Correlation matrix
5.4.3 Multiple regression results
5.4.4 Further analysis
5.4.5 Robustness test
5.5 The conclusion of Chapter 5
6 Liquidity Creation and bank profitability
6.1 Literature Review and Hypotheses Development
6.1.1 Literature Review
6.1.2 Hypotheses Development
6.2 Variable selection
6.3 Model design
6.4 Results and Discussion
6.4.1 Descriptive Statistics
6.4.2 Correlation Matrix
6.4.3 Results of the regression analysis
6.4.4 Further Analysis
6.4.5 Robustness Test
6.5 The conclusion of Chapter 6
7 The role of war
7.1 Bank capital and liquidity creation-war effect
7.2 The CAMEL rating system and liquidity creation-war effect
7.3 Liquidity creation and bank profitability- war effect
7.4 The conclusion of Chapter 7
8 Conclusion Remarks and Policy Implications
8.1 Conclusion Remarks
8.2 Policy Implications
8.3 Limitations
References
本文编号：3457139
【文章来源】：东北财经大学辽宁省
【文章页数】：137 页
【学位级别】：博士
【文章目录】：
Acknowledgements
Abstract
摘要
List of Abbreviations
List of Publications
1 Introduction
1.1 Background of the Study
1.2 Syria as a context of Analysis
1.2.1 Syria at a Glance
1.2.2 Syria- before the conflict
1.2.3 The Syrian conflict
1.2.4 Economic Indicators
1.2.5 The Syrian Banking Sector
1.3 Research Gap, Significance and Innovation
1.3.1 Research Gap
1.3.2 The significance of the Study
1.3.3 Study Innovation
1.4 Research Objectives and Questions
1.4.1 Research Objectives
1.4.2 Research Questions
1.5 Structure of the dissertation
2 Theoretical Framework
2.1 Theory of Liquidity Creation
2.1.1 Liquidity Creation-On-balance sheet
2.1.2 Liquidity Creation- Off-balance sheet
2.2 Summary
3 Analysis of Syrian banks' liquidity creation
3.1 Data
3.2 Measurement of Bank Liquidity Creation
3.2.1 Liquidity Transformation Measure (LT Gap)
3.2.2 Liquidity Creation Measure
3.3 Liquidity Creation of the Syrian Commercial Banks
3.4 The components of liquidity creation
3.5 Liquidity Creation by Bank
3.6 Liquidity Transformation Gap
3.7 Summary
4 Bank capital and Liquidity Creation
4.1 Literature Review and Hypotheses Development
4.1.1 The literature on Bank Liquidity Creation
4.1.2 The literature on bank capital and liquidity creation
4.1.3 Hypotheses Development
4.2 Variable selection
4.3 Model design
4.4 Results and Discussion
4.4.1 Descriptive Statistics
4.4.2 Correlation Matrix
4.4.3 Multiple regression results
4.4.4 Further Analysis
4.4.5 Robustness Test
4.5 The conclusion of Chapter 4
5 The CAMEL rating system and Liquidity Creation
5.1 Literature Review and Hypotheses Development
5.1.1 Capital Adequacy
5.1.2 Asset Quality
5.1.3 Management Efficiency
5.1.4 Earning Ability
5.2 Variable selection
5.3 Model design
5.4 Results and Discussion
5.4.1 Descriptive statistics
5.4.2 Correlation matrix
5.4.3 Multiple regression results
5.4.4 Further analysis
5.4.5 Robustness test
5.5 The conclusion of Chapter 5
6 Liquidity Creation and bank profitability
6.1 Literature Review and Hypotheses Development
6.1.1 Literature Review
6.1.2 Hypotheses Development
6.2 Variable selection
6.3 Model design
6.4 Results and Discussion
6.4.1 Descriptive Statistics
6.4.2 Correlation Matrix
6.4.3 Results of the regression analysis
6.4.4 Further Analysis
6.4.5 Robustness Test
6.5 The conclusion of Chapter 6
7 The role of war
7.1 Bank capital and liquidity creation-war effect
7.2 The CAMEL rating system and liquidity creation-war effect
7.3 Liquidity creation and bank profitability- war effect
7.4 The conclusion of Chapter 7
8 Conclusion Remarks and Policy Implications
8.1 Conclusion Remarks
8.2 Policy Implications
8.3 Limitations
References
本文编号：3457139
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