THE LIQUIDITY FACTORS OF THE CONVENTIONAL AND ISLAMIC BANKS

Year 2022, Volume: 21 Issue: 3, 1405 - 1424, 31.07.2022

Gönül Çifçi

https://doi.org/10.21547/jss.1068394

Abstract

In this study, the conventional and Islamic banks’ liquidity factors were investigated with some economy and bank-specific variables. The results demostrated that the conventional banks had been more liquid than the Islamic banks. However, the average liquidity had been decreased both in the conventional and Islamic banks. The POLS test results indicated the different variables impact the banks’ liquidity. RSF, EM, MGT, RWA, and GDPGrowth were the significant variables at 90% significance levels in Islamic bank model. GDPGrowth is the only economy-specific, RSF is the least and MGT is the most effective factor for the Islamic banks. However, the bank liquidity had an inverse relation with RSF and MGT. FLP, M3, CPI, ROA, and FINANCE are the significiant variables at 95% significiance level for the conventional banks. All of those variables had inverse relations with the liquidity, as well.

Keywords

Bank Liquidity, Conventional Banks, Islamic Banks, Liquidity Risk Factors.

Mevduat ve Katılım Bankalarının Likidite Faktörleri

Abstract

Bu çalışmada bazı ekonomi-spesifik ve banka-spesifik değişkenler kullanılarak mevduat ve katılım bankalarının likidite faktörleri incelenmiştir. Sonuçlar mevduat bankalarıın katılım bankalarından daha likit olduğunu göstermiştir. Ancak, ortalama likiditenin her iki banka için de düştüğü görülmüştür. POLS test sonuçları bankaların likiditesinin farklı değişkenlerden etkilendiğini belirtmiştir. Katılım bankaları için RSF, EM, MGT, RWA ve GDPGrowth değişkenleri %90 anlamlılık derecesinde anlamlıdır. GDPGrowth tek ekonomi-spesifik değişkendir. Katılım bankaları için RSF en az MGT ise en etkili faktör olarak belirlenmiştir. Diğer yandan, RSF ve MGT banka likiditesi ise ters yölü bir ilişki göstermektedir. Mevduat bankalarında FLP, M3, CPI, ROA, ve FINANCE %95 anlamlılık düzeyinde anlamlı bulunmuşlardır. Ancak, tüm bu değişkenler mevduat bankaları likiditesi ile ters yönlü bir ilişkiye sahiptirler.

Keywords

Banka Likiditesi, Mevduat Bankaları, Katılım Bankaları, Likidite Risk Faktörleri.

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