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Best AFFI 2017 Conference Paper in Banking and Insurance

Publié le 6 juin 2017, Mis à jour le 23 novembre 2017

Jean Loup Soula, PhD student under the supervision of Laurent Weill, obtained the Best AFFI 2017 Conference Paper in Banking and Insurance for his article co-written with Iftekhar Hasan "Technical Efficiency in Bank Liquidity Creation"

Abstract :

This paper generates an optimum bank liquidity creation benchmark by tracing an efficient frontier in liquidity creation (bank intermediation) and questions why some banks are more efficient than others in such activities. Evidence reveals that medium size banks are most correlated to efficient frontier. Small (large) banks - focused on traditional banking activities - are found to be the most (least) efficient in creating liquidity in on-balance sheet items whereas large banks – involved in non-traditional activities – are found to be most efficient in off-balance sheet liquidity creation. Additionally, the liquidity efficiency of small banks is more resilient during the 2007-2008 financial crisis relative to other banks.

Keywords: banks, technical efficiency, liquidity creation, diversification
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