Measurement of Liquidity Risk and Bank Performance.

dc.contributor.author	Mensah, Simon Akwetteh
dc.date.accessioned	2017-01-23T09:02:43Z
dc.date.accessioned	2023-04-18T22:39:22Z
dc.date.available	2017-01-23T09:02:43Z
dc.date.available	2023-04-18T22:39:22Z
dc.date.issued	October, 2016
dc.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,	en_US
dc.description.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.	en_US
dc.description.sponsorship	KNUST	en_US
dc.identifier.uri	https://ir.knust.edu.gh/handle/123456789/10143
dc.language.iso	en	en_US
dc.title	Measurement of Liquidity Risk and Bank Performance.	en_US
dc.type	Thesis	en_US