A good student of mine is undertaking a graduate research thesis where impact of liquidity on profitability of banks is to be studied from a risk-management approach; using a causal research design. Kindly advise me.
Your question falls under what really determines bank performance (return on assets).
The attached is a good and short paper that can guide you. To see other papers, just type on the google "determinants of bank performance papers".
Good luck
Dear Arhan Sthapit
Greetings,
Please , find the attached file many measures for how to calculate the bank performance ,
Best Regards,
Greetings Faris Alshubiri. Thanks. I acknowledge and appreciate your support.
Dear Arhan Sthapit,
I would suggest your student to start by Adam Smith's statement of the Real Bills Doctrine, in Wealth of Nations, Book II, ii, 59 (link below). Thinking about the RBD as a guide of prudent individual bank management as AS did, may help your student to frame the question of how to balance bank liquidity, profitability and risk taking. Good luck!
http://www.econlib.org/library/Smith/smWN7.html#B.II,%20Ch.2,%20Of%20Money%20Considered%20as%20a%20particular%20Branch%20of%20the%20General%20Stock%20of%20the%20Society
Dear respectable Leonidas Zelmanovitz, I appreciate your advice and support. Thanks a lot
Here you have some links that maybe will be usefull for your student.
http://www.bankofcanada.ca/wp-content/uploads/2010/12/wp10-38.pdf
https://ideas.repec.org/p/bca/bocawp/10-38.html
Dear respectable Ignacio Lopez sir, I appreciate your advice and support. Thanks a lot
Dear respectable Ignacio Lopez sir, I appreciate your advice and support. Thanks a lot
Hi,
You may have a look to this paper:
Time-Varying Liquidity and Momentum Profits.
By: Avramov, Doron; Cheng, Si; Hameed, Allaudeen.
Journal of Financial & Quantitative Analysis. Dec2016, Vol. 51 Issue 6, p1897-1923. 27p.
Best regards
Thank you so much Prof. Patrick Navatte. I appreciate it. Regards
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