Liquidity and Risk Impact on Bank Capital

Author:

Karim Rizwanul,Ahmed Fakrul

Abstract

This study aims to investigate the impact of bank liquidity and other factors impact on bank capital in the post-crisis conditions of emerging Asian economies. Data is gathered from 150 banks using central bank databases of 5 countries covering the period from 2018 to 2022. The study applied both random effect method estimation and pooled ordinary least squared method to analyze the data and identify the relationship. The results of both models show that there is a significant and positive relationship between liquidity and bank capital, indicating that increased liquidity is associated with higher levels of banking capital. Both interest rates and bank size also exhibit positive and significant impacts on the maintenance of bank capital. Market funding is directly correlated with capital, while gross domestic product and bank risk show a negative association with banking capital.

Publisher

European Open Science Publishing

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