The dependency of the banks’ assets and liabilities: Evidence from Germany
Publikation: Beiträge in Zeitschriften › Zeitschriftenaufsätze › Forschung › begutachtet
Authors
Two decades of developments in risk-transfer instruments may have fundamentally changed the extent to which banks practice on-balance sheet term and liquidity transformation. These changes should be deliberated in on-balance sheet asset-liability dependencies. By using correlation analyses, we investigate asset-liability dependency for all three sectors of German universal banks from 1994 to 2007 and find that it declined over our sample period. We also investigate whether asset-liability dependency varies systematically with a bank's affinity for using risk-transfer instruments, regulatory capital, and profitability and document several differences between the three sectors of German universal banks.
| Originalsprache | Englisch | 
|---|---|
| Zeitschrift | European Financial Management | 
| Jahrgang | 18 | 
| Ausgabenummer | 4 | 
| Seiten (von - bis) | 602–619 | 
| Anzahl der Seiten | 18 | 
| ISSN | 1354-7798 | 
| DOIs | |
| Publikationsstatus | Erschienen - 09.2012 | 
- Bilanzierung
 - Volkswirtschaftslehre, Ökonometrie und Finanzen (insg.)
 
ASJC Scopus Sachgebiete
- Betriebswirtschaftslehre
 
