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Please use this identifier to cite or link to this item: http://hdl.handle.net/123456789/10143

Title: Measurement of Liquidity Risk and Bank Performance.
Authors: Mensah, Simon Akwetteh
Issue Date: 23-Jan-2017
Abstract: Liquidity risk is a decisive element of all the risk that a ect the operations of banks. Banks must therefore appraise their liquidity risk continuously and in particular, in times of economic downturn. This thesis aims to study the impact of Liquidity risk on banks pro t and a measure of the Liquidity-at-Risk. Datawere obtained from the annual audited nancials of selected Ghanaian banks for the period between 2004 and 2013 inclusive. The methodology employed is the Generalized Least Square (GLS) unbalanced panel data analysis. The dataset used involves only the universal banks. Results show that Liquidity Gap and Deposits have signi cant positive e ects on Pro ts while Non-Performing Loans have negative e ect. The impact of Net loans to Deposit and Leverage Ratios were found to be statistically insignifi cant.
Description: A thesis submitted to the Department of Mathematics, Kwame Nkrumah University of Science and Technology in partial fulfillment of the requirement for the Degree of Master of Science in Actuarial Science, 2016
URI: http://hdl.handle.net/123456789/10143
Appears in Collections:College of Science

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