Record Details

Liquidity Risk Management in Islamic Banking: Comparative Analysis with SUR Methodology for Turkey

The Journal of Economic Development, Environment and People

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Field Value
 
Title Liquidity Risk Management in Islamic Banking: Comparative Analysis with SUR Methodology for Turkey
 
Creator Ilter Kucukcolak, Necla
Buyukakin, Figen
Kucukcolak, Recep Ali
 
Subject Finance
Islamic Banking, Liquidity Risk, Risk Management, SUR
G10, G21, G32
 
Description Participating banks, emerged as a complementary element in the Turkish financial system since mid-1980s, are continuously increasing their value added to the Turkish banking sector. Therefore, determining whether participation banks and conventional banks differ in liquidity structure and liquidity risk management makes it possible to assess future growth performance of these banks.The aim of this study is to determine factors effecting liquidity risk in Turkish Islamic banking sector. Method used for this purpose is the Seemingly Unrelated Regression (SUR). The result of study indicates that liquidity risk is significantly affected from credit base and funds collected and; increase in them will increase the liquidity risk. Based on our findings, it is possible to estimate factors effecting participation banks liquidity structure and will be a significant input for asset-liability management. This is noteworthy to have robust Islamic banking sector in Turkey and to manage risk they face accurately.
 
Publisher Spiru Haret University
 
Contributor
 
Date 2019-10-01
 
Type info:eu-repo/semantics/article
info:eu-repo/semantics/publishedVersion


 
Format application/pdf
 
Identifier http://ojs.spiruharet.ro/index.php/jedep/article/view/19846
10.26458/jedep.v8i4.644
 
Source Journal of Economic Development, Environment and People; Vol 8, No 4 (2019); 54-71
2285-3642
 
Language eng
 
Relation http://ojs.spiruharet.ro/index.php/jedep/article/view/19846/pdf_1
 
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Rights Copyright (c) 2019 Necla ilter kucukcolak
http://creativecommons.org/licenses/by-nc-sa/4.0