Liquidity Risk Determinants of Islamic Banks

Jaouad Elouali and Lahsen Oubdi
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Jaouad Elouali: ENCG - École Nationale de Commerce et de Gestion d'Agadir - Université Ibn Zohr = Ibn Zohr University [Agadir]
Lahsen Oubdi: ENCG - École Nationale de Commerce et de Gestion d'Agadir - Université Ibn Zohr = Ibn Zohr University [Agadir]

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Abstract: The purpose of this article is to examine the impact of bank-specific variables on the liquidity risk of Islamic banks operating in 12 countries over the period from 2014Q1 to 2019Q3. Using the fixed effects technique panel data regression, we find that there is a significant positive impact of capital adequacy, asset quality and bank size on the liquidity risk measure. Moreover, cost-to-income ratio has a significant and positive association with liquidity risk of Islamic banks. The study also concluded that bank profitability has an insignificant relationship with the liquidity risk for the Islamic banks.

Keywords: Liquidity risk; Bank-specific variables; Islamic banks; Panel data (search for similar items in EconPapers)
Date: 2020-11
Note: View the original document on HAL open archive server: https://hal.science/hal-04368556v1
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Published in International Journal of Business and Technology Studies, 2020, 2 (4), ⟨10.5281/zenodo.4440514⟩

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Persistent link: https://EconPapers.repec.org/RePEc:hal:journl:hal-04368556

DOI: 10.5281/zenodo.4440514

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