DETERMINANTS OF SYSTEMATIC AND UNSYSTEMATIC LIQUIDITY RISK IN ISLAMIC BANKS

Ploypailin Kijkasiwat · Fitim Deari

10 citations0/0 files storedJournal of Islamic Monetary Economics and Finance

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Islamic Finance and Banking Studies Banking stability, regulation, efficiency Banking Sector Performance and Management

Abstract

This study examines whether systematic (macroeconomic) and unsystematic (bank specific) factors determine liquidity risk in Islamic banks. The study employs a sample of Islamic banks from Pakistan, Qatar, Malaysia, UAE, Bangladesh, Bahrain, and Saudi Arabia over the period 2008 – 2019. Using Least Square estimation methods to estimate the model separately for each country, we find the results to be mixed and different across countries. The results also show that non-performing loans, bank size, leverage ratio and return on assets are key unsystematic drivers in determining the liquidity risk of Islamic banks. This study points out the fragility of Islamic banks in relation to managing liquidity risk.

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2009Bank Liquidity Creation 1997The theory of financial intermediation 2017Towards a renaissance in international business research? Big questions, grand challenges, and the future of IB scholarship 2013DETERMINANTS OF FINANCIAL PERFORMANCE OF COMMERCIAL BANKS IN KENYA 1978Fundamentals of financial management 1977Fundamentals of Financial Management 2002Liquidity management, operating performance, and corporate value: evidence from Japan and Taiwan 2013The European Central Bank as Lender of Last Resort in the Government Bond Markets

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