The Impact of Bank-specific Factors on the Commercial Banks Liquidity: Empirical Evidence from CEE Countries-Reference-Cited by-同舟云学术

The Impact of Bank-specific Factors on the Commercial Banks Liquidity: Empirical Evidence from CEE Countries

Published:2015 Issue: Volume:20 Page:571-579
ISSN:2212-5671
Container-title:Procedia Economics and Finance
language:en
Short-container-title:Procedia Economics and Finance

Author:

Roman Angela,Sargu Alina Camelia

Publisher

Elsevier BV

Subject

General Economics, Econometrics and Finance

Reference19 articles.

1. Financial Fragility, Liquidity and Asset prices;Allen;Journal of the European Economic Association,2004

2. Bangia, A., Diebold, F.X., Shuermann, T. and Stroughair, J.D., 1999. Modeling liquidity risk, with implications for traditional market risk measurement and management. Financial Institution Center.

3. Bank for International Settlements, 2010. Basel III: International framework for liquidity risk measurement, standards and monitoring, Basel Committee on Banking Supervision, Basel.

4. Bank for International Settlements, 2013. Basel III: The Liquidity Coverage Ratio and liquidity risk monitoring tools, Basel Committee on Banking Supervision, Basel.

5. An Analysis of the Determinants of Bank Ratng: comparison across Rating Agencies, Australian;Bissoondoyal-Bheenick;Journal of Management,2011

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