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  • 标题:How does assets-liabilities management affects the profitability of banks?
  • 其他标题:How does assets-liabilities management affects the profitability of banks?
  • 本地全文:下载
  • 作者:TRENCA, Ioan ; COCIUBA, Mihail-Ioan
  • 期刊名称:The Journal of Accounting and Management
  • 印刷版ISSN:2284-9459
  • 电子版ISSN:2392-8778
  • 出版年度:2015
  • 卷号:4
  • 期号:3
  • 语种:English
  • 出版社:The Journal of Accounting and Management
  • 摘要:The economic crisis has affected the stability of the financial institutions (banks) and the instability from the banking sector affected the real economy. Some banks were affected more than others and in this paper we analyze the stability and profitability of banks from the point of the asset-liability management. Assets-liabilities management (ALM) is the management of risk at bank level, the structure of the assets and liabilities of the banks may show which are the differences between the "good banks" and "bad banks". The main goal of this paper is to analyze the asset-liability management in banks for the 2004-2011 period, using a panel of over 30 banks. The analysis is carried using the canonical correlations (Hotelling, 1936), while in the case of the simple correlation we test for a linear dependency between two variables, canonical correlation test the interdependence between two sets of variables (the structure of assets and liabilities.
  • 关键词:canonical correlation; banks; financial crisis
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