Determinantes do risco de liquidez
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Determinantes do risco de liquidez

Determinantes do risco de liquidez


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About the Book

Os bancos desempenham um papel crucial no desenvolvimento geral de um determinado país. Embora o risco de liquidez seja um dos principais riscos dos bancos comerciais e afete o desenvolvimento do sistema financeiro como um todo, quase não houve tentativas de examinar os seus determinantes nos bancos comerciais etíopes. Assim, este estudo tentou descobrir os determinantes do risco de liquidez nos bancos comerciais etíopes, cobrindo um período de seis anos (2007-2012) em dez bancos comerciais de amostra, utilizando dados secundários. Os determinantes do risco de liquidez específicos dos bancos e macroeconómicos foram investigados utilizando o modelo de regressão de dados de painel de efeito fixo. O estudo revelou que a dimensão do banco, a adequação do capital, a dependência de fundos externos e a liquidez dos ativos têm uma relação negativa estatisticamente significativa com o risco de liquidez. No entanto, de acordo com o modelo de regressão de dados de painel de efeito fixo, a rentabilidade, o crescimento do PIB real, a inflação e a taxa de juro dos empréstimos não são variáveis poderosas para influenciar o risco de liquidez dos bancos comerciais etíopes no período de teste. De um modo geral, neste estudo, as variáveis específicas dos bancos têm um efeito mais significativo do que as variáveis macroeconómicas.


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Product Details
  • ISBN-13: 9786202425421
  • Publisher: Edicoes Nosso Conhecimento
  • Publisher Imprint: Edicoes Nosso Conhecimento
  • Height: 229 mm
  • No of Pages: 92
  • Returnable: N
  • Weight: 186 gr
  • ISBN-10: 6202425423
  • Publisher Date: 09 Sep 2025
  • Binding: Paperback
  • Language: Portuguese
  • Returnable: N
  • Spine Width: 6 mm
  • Width: 152 mm


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