Funding liquidity risk and bank risk-taking in BRICS countries: an application of system GMM approach

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Funding liquidity risk and bank risk-taking in BRICS countries: an application of system GMM approach

Purpose: The purpose of this paper is to examine the effects of funding liquidity risk and liquidity risk on the bank risk-taking. Design/methodology/approach: This study employs a system generalized method of moments (GMM) estimation technique and a sample of 57 banks operating in BRICS countries...

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Bibliographic Details
Main Authors:	Dahir, Ahmed Mohamed, Mahat, Fauziah, Ali, Noor Azman
Format:	Article
Language:	English
Published:	Emerald Group Publishing 2018
Online Access:	http://psasir.upm.edu.my/id/eprint/60601/ http://psasir.upm.edu.my/id/eprint/60601/1/Funding%20liquidity%20risk%20and%20bank%20risk-taking%20in%20BRICS%20countries%20an%20application%20of%20system%20GMM%20approach.pdf

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