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AuthorSmaoui, Houcem
AuthorMimouni, Karim
AuthorMiniaoui, Héla
AuthorTemimi, Akram
Available date2020-11-05T09:14:27Z
Publication Date2020-12
Publication NameThe Pacific-Basin Finance Journal
Identifierhttp://dx.doi.org/10.1016/j.pacfin.2020.101436
Citation“Funding Liquidity Risk and Bank Risk-Taking: Evidence from Conventional and Islamic Banks”, The Pacific-Basin Finance Journal, Vol. 64, December 2020, Forthcoming.
URIhttp://hdl.handle.net/10576/16932
AbstractThe purpose of this paper is to investigate the impact of funding liquidity risk on the risk-taking behaviour of Islamic and conventional banks. Using bank-level and country-level data from 18 countries over the period 2004–2016, we show that lower funding liquidity risk leads to higher risk-taking behaviour by banks, with this effect being less pronounced for Islamic banks. Additionally, large banks tend to engage in less risk-taking when faced with lower funding liquidity risk. Moreover, the evidence shows that, unexpectedly, banks faced with lower funding liquidity risk were more inclined to take risks during the 2008 global financial crisis.
Languageen
PublisherElsevier
SubjectFunding liquidity risk
Bank risk-taking
Islamic banking
TitleFunding liquidity risk and banks' risk-taking: Evidence from Islamic and conventional banks
TypeArticle
Volume Number64
dc.accessType Abstract Only


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