Liquidity Risk and Real Estate: A Quantitative Approach to Assessing Risk

2004 ◽  
Keyword(s):  
Real Estate ◽  
Liquidity Risk ◽  
Quantitative Approach

Liquidity Risk of Private Assets: Evidence from Real Estate Markets

2013 ◽  
Vol 48 (4) ◽  
pp. 671-696 ◽  
Author(s):  
Ping Cheng ◽  
Zhenguo Lin ◽  
Yingchun Liu
Keyword(s):  
Real Estate ◽  
Liquidity Risk ◽  
Real Estate Markets

scholarly journals Real Estate Credit and Liquidity Risk with Ownership Structure as Moderating Variables in Banking Companies Listed on The Indonesia Stock Exchange

2021 ◽  
Vol 14 (2) ◽  
pp. 166
Author(s):  
Muhammad Madyan ◽  
Ilham Ramadhani ◽  
Rayindha Galuh Setyowati
Keyword(s):  
Real Estate ◽  
Stock Exchange ◽  
Estimation Method ◽  
Liquidity Risk ◽  
Multiple Linear Regression Model ◽  
Foreign Ownership ◽  
Least Square ◽  
Government Ownership ◽  
Role Of Government ◽  
Positive Effect

The purpose of this study is to investigate the effect of real estate credit on liquidity risk. This study also looked at the role of government ownership and foreign ownership in moderating the effect of real estate credit on bank liquidity risk. There are 43 banking companies listed on the Indonesia Stock Exchange for the 2014-2018 period used as samples. This study used a multiple linear regression model with the Ordinary Least Square (OLS) estimation method and robustness tests using the Maximum Likelihood (MLE) estimation method. The results of this study concluded that real estate credit has a significant positive effect on liquidity risk. Government ownership strengthens the positive effect of real estate credit on liquidity risk, while foreign ownership weakens the positive effect of real estate credit on liquidity risk.

scholarly journals PENGARUH GROWTH OPPORTUNITY, PROFITABILITY, BUSINESS RISK DAN SIZE TERHADAP STRUKTUR MODAL (Studi Pada Perusahaan Property dan Real Estate Yang Terdaftar Di BEI Periode 2009-2017)

2019 ◽  
Vol 2 (3) ◽  
Author(s):  
Ashop Barqoya
Keyword(s):  
Real Estate ◽  
Capital Structure ◽  
Significant Influence ◽  
Stock Exchange ◽  
Sampling Technique ◽  
Quantitative Approach ◽  
Business Risk ◽  
Purposive Sampling ◽  
Real Estate Sector ◽  
Growth Opportunity

The purpose of this study was to determine the effect of growth opportunity, profitability, business risk, and size on the company's capital structure either partially or simultaneously.The object of research used is the property and real estate sector companies listed on the Indonesia Stock Exchange in 2009-2017. This study uses a purposive sampling technique in determining research samples. the number of companies selected as the study sample were 18 companies registered in the property and real estate sector. This study uses a quantitative approach. The results showed that partially growth opportunity and size had not significant effect, while  profitability and business risk had a significant effect on capital structure. the results of testing simultaneously growth opportunity, profitability, business risk, and size have a significant influence on the capital structure. 

Commercial Mortgage‐Backed Security Pricing with Real Estate Liquidity Risk

2019 ◽  
Author(s):  
Peimin Chen ◽  
Igor Kozhanov ◽  
Peng Liu ◽  
Chunchi Wu
Keyword(s):  
Real Estate ◽  
Liquidity Risk ◽  
Security Pricing

scholarly journals PENGARUH RISIKO KREDIT, RISIKO LIKUIDITAS DAN RISIKO SOLVABILITAS TERHADAP PROFITABILITAS BANK (STUDI PADA BANK PERSERO YANG BEROPERASI DI INDONESIA)

2018 ◽  
Author(s):  
Azwansyah Habibie
Keyword(s):  
Credit Risk ◽  
Liquidity Risk ◽  
Secondary Data ◽  
Quantitative Approach ◽  
Bank Profitability ◽  
Financial Reports ◽  
Financial Report

This study aims to determine the effect. Against the level of bank profitability. Thisresearch is conducted with quantitative approach by using secondary data that isquarterly financial report of publication of state bank in question to Bank Indonesia.The population and sample are 64 quarterly financial reports of bank publicationsconsisting of 4 banks and study period from 2011 to 2014. The results of this studyindicate the existence of credit risk, liquidity risk and risk are partially insignificant tothe profitability of state banks but simultaneous credit risk, liquidity risk and solvabilityrisk significantly to the profitability of state-owned banks

scholarly journals Financing Structure and Liquidity Risk: Lesson from Malaysian Experience

2017 ◽  
Vol 6 (2) ◽  
pp. 125-148
Author(s):  
Aisyah Abdul-Rahman ◽  
Noor Latifah Hanim Mohd Said ◽  
Ahmad Azam Sulaiman
Keyword(s):  
Real Estate ◽  
Risk Measures ◽  
Liquidity Risk ◽  
Islamic Banks ◽  
Short Term ◽  
Financing Structure ◽  
Short And Long Term ◽  
Conventional Banks ◽  
Real Estate Financing

Abstract This study examines the relationship between financing structure and bank liquidity risk. We compare the findings between Islamic and conventional banks for the case of Malaysia. We adopt four measures to represent financing structure; namely 1) real estate financing, 2) financing concentration, 3) stability of short-term financing structure and 4) stability of medium-term financing structure. Two BASEL III liquidity risk measures are tested; namely, liquidity coverage ratio (LCR) and the net stable funding ratio (NSFR) to measure short- and long-term liquidity risk, respectively. Based on panel data regression comprising 27 conventional and 17 Islamic banks from 1994 to 2014, our findings show that real estate financing and stability of short-term financing structure for Islamic banks are positively related to both liquidity risk measures. This implies that an increasing number of real estate financing and a stable short-term financing structure may increase Islamic banks’ short- and long-term liquidity risks. However, although real estate financing does not affect conventional banks’ liquidity risks, a stable short-term financing structure and increasing financing concentration can positively influence bank long-term liquidity risk. Our findings shed light crucial policy implications for regulatory bodies and market players in the context of liquidity risk management framework as well as the need to develop a separate framework between conventional and Islamic banking institutions.

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