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سپر سرمایه بالا
We extend the baseline model to test the relationship between funding liquidity risk and bank risk for banks with high capital buffers, large banks, banks with high levels of deposits and dur- ing the GFC sub-period:
Firstly, HCB is an indicator variable taking on a value of 1 for the top quartile banks in terms of the size of their capital buffers in each quarter and zero otherwise whilst Big is an indicator variable taking on a value of 1 for the banks in the top quartile by total asset value in each quarter and zero otherwise.
Liquidity and bank risk in banks with high capital buffers.
Deposit t − 1 ∗HCB t − 1 −0.0373∗∗ −0.0004∗∗ −0.5954∗∗ −0.0550∗∗∗ 0.0042
HCB t − 1 0.0052 0.0004∗∗ 0.3369∗ 0.0349∗∗ −0.0026
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