International Journal of Scientific and Research Publications

IJSRP, Volume 10, Issue 6, June 2020 Edition [ISSN 2250-3153]


The impact of financial stress on the relation “Liquidity risk-performance and credit risk”
      Oussama Gafrej, Mouna Boujelbene Abbes
Abstract: This paper seeks to test the impact of a number of factors on performance, liquidity risk as well as credit risk in each type of banks. The variables selected are specific to the banking sector, macroeconomic variables and factors specific to each type of contracts used by Islamic banks that are included in the financing assets activities. A panel threshold regression is used to examine the dependence of financial stress indices with our dependent variables. The empirical application is comprised of 66 banks (including 31 Islamic banks) located in the GCC region. The study gives remarkable and significant results, especially by introducing the financial stress indices as threshold variables.

Reference this Research Paper (copy & paste below code):

Oussama Gafrej, Mouna Boujelbene Abbes (2020); The impact of financial stress on the relation “Liquidity risk-performance and credit risk”; International Journal of Scientific and Research Publications (IJSRP) 10(06) (ISSN: 2250-3153), DOI: http://dx.doi.org/10.29322/IJSRP.10.06.2020.p102108
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