Nexus between liquid ity risk and credit risk: Evidence from the South Asian region

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dc.authorid0000-0001-6036-0559
dc.authorscopusid57225170214
dc.authorscopusid57214083720
dc.contributor.authorYılmaz, Mustafa Kemal
dc.contributor.authorKhan, Ajab
dc.contributor.otherYönetim Bilimleri Fakültesi, İşletme Bölümü
dc.date.accessioned2022-11-01T12:56:44Z
dc.date.available2022-11-01T12:56:44Z
dc.date.issued2022
dc.departmentİHÜ, Yönetim Bilimleri Fakültesi, İşletme Bölümü
dc.departmentİHÜ, Lisansüstü Eğitim Enstitüsü, İşletme Ana Bilim Dalı
dc.description.abstractThis study investigates the reciprocal relationship between liquidity risk and credit risk and their individual and joint impact on the stability of commercial banks in the South Asian countries, ie Pakistan, Bangladesh and India, from 2004 to 2016. The results reveal that liquidity risk and credit risk have a significantly positive reciprocal and economically meaningful relation-ship. Each risk type individually and jointly negatively affects banking stability. This impact has been more observable during the global financial crisis. The findings provide valuable insights for bank managers and regulatory authorities. Banks should be more concerned about mitigating their liquidity and credit risks by managing more qualified loan port folios and investing in less risky liquid assets.
dc.identifier.citationKhan, A. ve Yılmaz, M. K. (2022). Nexus between liquid ity risk and credit risk: Evidence from the South Asian region. Journal of Risk Management in Financial Institutions, 15(4), 391-405.
dc.identifier.endpage405
dc.identifier.issn1752-8887
dc.identifier.issue4
dc.identifier.scopus2-s2.0-85139920459
dc.identifier.scopusqualityQ4
dc.identifier.startpage391
dc.identifier.urihttps://hdl.handle.net/20.500.12154/1918
dc.identifier.volume15
dc.indekslendigikaynakScopus
dc.institutionauthorid0000-0001-6036-0559
dc.language.isoen
dc.publisherHenry Stewart Publications
dc.relation.ispartofJournal of Risk Management in Financial Institutions
dc.relation.publicationcategoryMakale - Uluslararası Hakemli Dergi - Kurum Öğretim Elemanı
dc.relation.publicationcategoryTezden Üretilmiş Yayın
dc.relation.publicationcategoryÖğrenci
dc.rightsinfo:eu-repo/semantics/closedAccess
dc.subjectBanking Stability
dc.subjectCredit Risk
dc.subjectLiquidity Risk
dc.subjectSouth Asia Region
dc.titleNexus between liquid ity risk and credit risk: Evidence from the South Asian region
dc.typeArticle
dspace.entity.typePublication
relation.isAuthorOfPublication9b408141-b1c4-485b-8f06-14ff4eccc6a7
relation.isAuthorOfPublication.latestForDiscovery9b408141-b1c4-485b-8f06-14ff4eccc6a7
relation.isOrgUnitOfPublicationc9253b76-6094-4836-ac99-2fcd5392d68f
relation.isOrgUnitOfPublication.latestForDiscoveryc9253b76-6094-4836-ac99-2fcd5392d68f

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