Bibliographic citations
Ramos, A., (2020). Efecto de la capitalización y tamaño de las instituciones financieras sobre el riesgo de liquidez en Perú para los años 2013-2019 [Trabajo de investigación, Universidad Peruana de Ciencias Aplicadas (UPC)]. http://hdl.handle.net/10757/653658
Ramos, A., Efecto de la capitalización y tamaño de las instituciones financieras sobre el riesgo de liquidez en Perú para los años 2013-2019 [Trabajo de investigación]. PE: Universidad Peruana de Ciencias Aplicadas (UPC); 2020. http://hdl.handle.net/10757/653658
@misc{renati/392745,
title = "Efecto de la capitalización y tamaño de las instituciones financieras sobre el riesgo de liquidez en Perú para los años 2013-2019",
author = "Ramos López, Alexis Juan de Dios",
publisher = "Universidad Peruana de Ciencias Aplicadas (UPC)",
year = "2020"
}
This paper investigates the present effect of the size and capitalization of financial institutions on liquidity risk measured in two ways: the LTD ratio (loans / deposits), and the one provided by the SBS (liquid assets / short-term liabilities). 34 institutions are taken into account with monthly frequency data for the years 2013-2019 in Peru. For the purpose of the research, a fixed effects panel regression is used to capture the joint effect, then the sample is disaggregated by type of financial institution to evaluate the disaggregated impact of the variables by banking specialization. The results show that both variables have a direct (LTD) and inverse (RL) effect with liquidity risk, however, regarding capitalization, the effect is not as expected, even when broken down by bank specialization. The paper is divided into 6 sections: (1) introduction, (2) theoretical framework, where the financial system and the analysis of previous studies are addressed, (3) the objectives and hypotheses of the research, (4) the presentation and analysis of the data, (5) the results, the methodology used and the analysis with the previous studies, and finally (6) the conclusions of the present paper.
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