Liquidity Risk Management in Banking Sector under the Shadow of Systematic Risk and Economic Dynamics in Pakistan

Hafiz Waqas Kamran, Dr. Shamsul Bahrain bin Mohamed Arshad () and Dr. Abdelnaser Omran
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Dr. Shamsul Bahrain bin Mohamed Arshad: Universiti Utara Malaysia.
Dr. Abdelnaser Omran: Bright Star University, El-Breqa, Libya

Pakistan Journal of Humanities and Social Sciences, 2019, vol. 7, issue 2, p:167-183

Abstract: The aim of this present study is to investigate the impact of systematic risk and economic dynamics on liquidity reserve of banking firms in Pakistan. Data for stock return and market return is collected from Data stream, while for all other factors World Development Indicator (WDI) database is selected. The findings of Pooled Regression have suggested that Liquidity Reserves for overall banking Industry of Pakistan significantly affect by Systematic Risk and Key Economic Dynamics. Panel data Models are applied to check whether there is cross sectional heterogeneity in selected financial firms or not. The study period consists of last 15 years 2001-15, due to the availability of the data set. Moreover, other economic indicators like Lending Interest Rate and Inflation can be under observation for the future studies. As per the best perception of researchers, this is the first study in this context, addressing the Liquidity Management and selected key factors.

Keywords: Liquidity Reserve; WDI; Panel Data Models; Systematic Risk; Pakistan (search for similar items in EconPapers)
Date: 2019
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