Citas bibligráficas
Romero, M., (2021). Relación entre la creación de liquidez y la estabilidad financiera de los bancos peruanos [Trabajo de investigación, Universidad Peruana de Ciencias Aplicadas (UPC)]. http://hdl.handle.net/10757/658471
Romero, M., Relación entre la creación de liquidez y la estabilidad financiera de los bancos peruanos [Trabajo de investigación]. PE: Universidad Peruana de Ciencias Aplicadas (UPC); 2021. http://hdl.handle.net/10757/658471
@misc{renati/398042,
title = "Relación entre la creación de liquidez y la estabilidad financiera de los bancos peruanos",
author = "Romero Pérez, Marcos Daniel",
publisher = "Universidad Peruana de Ciencias Aplicadas (UPC)",
year = "2021"
}
Since the financial crisis of 2008, investigations related to the financial stability of banks have intensified. However, the literature that demonstrates the behavior of financial stability with liquidity creation is limited despite the fact that this last factor is one of the main roles of banks according to the theory of financial intermediation. Due to this, the present research is focused on determining the impact of the liquidity creation on the financial stability of Peruvian commercial banks for a sample from 2009 to 2019. The econometric model used is a generalized least square (GLS) and additionally for robustness tests a corrected fixed effect model is used to corroborate the results. Likewise, it is analyzed whether the relationship between the liquidity creation and financial stability changes depending on the size of the bank. The results obtained indicate that the increases in liquidity creation of the banks increases their stability, corroborating that the theory of risk absorption is fulfilled in the Peruvian case because the relationship between capital and liquidity creation is statistically significant on financial stability. Furthermore, it was found that the size of the bank does not have any influence on the relationship between the creation of liquidity and financial stability.
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