IMPACT OF LIQUIDITY MANAGEMENT ON THE PROFITABILITY OF COMMERCIAL BANKS IN NIGERIA.

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Product Code: 00007678

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ABSTRACT

 

The study empirically emphasized the impact of liquidity management on commercial banks profitability in Nigeria using time series data from 1996 to 2015. The dataset sourced from Central Bank of Nigeria Statistical Bulletin was analyzed using multiple regression analysis. The results of the analysis revealed that bank cash assets and treasury bills rate has a negative and significant impact on commercial banks profitability (proxied by return on assets). Also, treasury bills rate was found to have a negative and significant impact on commercial banks profitability. On the other hand, cash reserve to asset ratio was positive and insignificant, while liquidity ratio was positive and insignificant. Based on the findings an efficient management of bank liquidity would not only inure to the benefit of banks but also to individuals and business entities and thus the whole economy at large.




TABLE OF CONTENTS

Title                                                                                                                    i

Declaration                                                                                                         ii

Certification                                                                                                       iii

Dedication                                                                                                          iv

Acknowledgments                                                                                              v

Table of contents                                                                                                vi

List of Tables                                                                                                     vii

Abstract

 

CHAPTER ONE

INTRODUCTION                                                                                            1

1.1     Background to the Study                                                                         1

1.2     Statement of the Problem                                                                         4

1.3     Objectives of the Study                                                                            5

1.4     Research Questions                                                                                  6

1.5     Research Hypotheses                                                                               6

1.6     Significance of the Study                                                                         7

1.7     Scope of the Study                                                                                   8

 

CHAPTER TWO

REVIEW OF RELATED LITERATURE                                                    10

2.1     Conceptual Framework                                                                            10

2.1.1  Concept of Liquidity                                                                                14

2.1.2  The Concept of Profitability in Banks                                                     15

2.1.3  Measurement of Liquidity in Commercial Banking                     17

2.1.4  Relevance of Liquidity and Profitability to Nigerian Banks           21

2.2     Theoretical Review                                                                                  22

2.2.1 Anticipated Income Theory                                                                     22

2.2.2 Shiftability Theory                                                                                   22

2.2.3 Liquidity Preference Theory                                                                    23

2.2.3 Commercial Loan Theory                                                                        24

2.3     Empirical of Related Empirical Literature                                               25

 

CHAPTER THREE

RESEARCH METHODOLOGY                                                                   32

3.1     Research Design                                                                                      32

3.2     Area of the Study                                                                                     32

3.3     Data Collection                                                                                        33

3.4     Method of Data Analysis                                                                         33     

3.4.1 Model Specification                                                                                 34

3.5     Description of the Variables                                                                   35

3.7     Decision rule                                                                                           37

 

CHAPTER FOUR

PRESENTATION OF DATA, ANALYSIS AND DISCUSSIONS

4.1     Presentation of Data                                                                                 38

4.2     Results, Interpretations and Hypotheses Testing                                     38

4.2.1  Descriptive Analysis                                                                                39     

4.2.2  Regression Analysis                                                                                 40

4.2.3  Discussion of Results and Test of Hypotheses                                        41

CHAPTER FIVE

SUMMARY OF FINDINGS, CONCLUSION AND RECOMMENDATIONS

5.1     Summary of Findings                                                                              43

5.2     Conclusion                                                                                               43

5.3     Recommendations                                                                                    44

 

 

REFERENCES                                                                                       46

APPENDIX          Descriptive Statistics & Regression Analysis                           51


 

LIST OF TABLES

 

Table                                                                                                                  Page

 

2.1                Measurement of Liquidity in Commercial Banking                            18

4.1                Time series Data used for Study (1996 – 2015)                               38

4.2:              Descriptive Statistics                                                                     39

4.3:              Regression Results (Dependent variable, ROA)                               40

 

 

 


 

 


 

CHAPTER ONE

INTRODUCTION 

            

1.1     Background to the Study

Liquidity is a financial term that simply means the amount of capital that is available for investment. Today, most of this capital available for investment is credit, not cash. Thus, the need for easy and prompt convertibility of this credit into cash in order to meet urgent needs emerging from business environment. In a related dimension, bank liquidity simply means the ability of the banks to maintain sufficient funds to pay for its maturing obligations (Owolabi, Obiakor, and Okwu, 2011). More so, it is the ability of banks to immediately meet cash, cheques, other withdrawals obligations and legitimate new loan demand while abiding by existing reserve requirements. Nwaezeaku (2008) defined liquidity as the degree of convertibility to cash or the ease with which any asset can be converted to cash sold at a fair market price.

Therefore, Liquidity management involves the strategic supply or withdrawal from the market or circulation, the amount of liquidity consistent with a desired level of short-term reserve money without distorting the profit making ability and operations of banks (Soludo, 2000). It relies on the daily assessment of the liquidity conditions in the banking system, so as to determine its liquidity needs and thus the volume of liquidity to allot or withdraw from the market. The liquidity needs of the banking system are usually defined by the sum of reserve requirements imposed on banks by a monetary authority (CBN, 2010).

Financing business, especially at the wake of the global financial crisis, has become a major source of concern for business owners and managers as bank loans are becoming too expensive to maintain as a result of tightening of both the local and international financial market and the reluctance of the public to invest in the share of companies sequel to the crash of the capital market (Bashir, 2006). These situations compel business owners and managers to device various strategies of managing internally generated revenue to enhance their chances of making profit and meeting existing shareholders’ expectations. Liquidity is a precondition to ensure that firms are able to meet its short-term obligations. The liquidity position in a company is measured based on the 'current ratio' and the 'quick ratio'. The current ratio establishes the relationship between current assets and current liabilities. Normally, a high current ratio is considered to be an indicator of the firm's ability to promptly meet its short term liabilities (Berk, 2009). The quick ratio establishes a relationship between quick or liquid assets and current liabilities. An asset is liquid if it can be converted into cash immediately or reasonably soon without a loss of value. Low liquidity leads to the inability of a company to pay its creditors on time or honour its maturing obligations to suppliers of credit, services and goods. This could result in losses on account of non-availability of supplies and lead to possible insolvency. Also, the inability to meet the short term liabilities could affect the company's operations and in many cases it may affect its reputation as well (Chakraborty, 2008).

Smith (2006) posits that liquidity management is a concept that is receiving serious attention all over the world especially with the current financial situations and the state of the world economy. Some of the striking corporate goals include the need to maximize profit, maintain high level of liquidity in order to guarantee safety, attain the highest level of owner’s networth coupled with the attainment of other corporate goals and objectives. The importance of liquidity management as it affects corporate profitability of commercial banks in today’s business environment cannot be over emphasised. The crucial part in managing working capital is required to maintenance of its liquidity in day-to-day operation to ensure its smooth running and meets its obligation (Eljelly, 2004). Liquidity plays a significant role in the successful l functioning of financial institutions.

As a way of ensuring corporate survival and growth, commercials banks have ensure that it does not suffer from lack-of or excess liquidity to meet its short-term compulsions. A study of liquidity management is of major importance to both the internal and the external analysts because of its close relationship with day-to-day operations and profitability of a commercial banks (Gapenski, 2010). Dilemma in liquidity management is to achieve desired trade-off between liquidity and profitability (Raheman, 2007). Liquidity requirement of any financial institutions depends on the peculiar nature of the firm and there is no specific rule on determining the optimal level of liquidity that a firm can maintain in order to ensure positive impact on its profitability.


1.2     Statement of the Problem

Through the financial inter-mediation role, the commercial banks reactivate the idle funds borrowed from the lenders by investing such funds in different classes of portfolios. Such business activity of the bank is not without problems since the deposits from these fund savers which have been invested by the banks for profit maximization, can be recalled or demanded when the latter is not in position to meet their financial obligations. Considering the public loss of confidence as a result of bank distress which has bedevilled the financial sector in the last decade; and the intensity of competition in the banking sector due to the emergence of large number of new banks, every commercial bank has been under pressure to ensure that it operates on profit and at the same time meets the financial demands of its depositors by maintaining adequate liquidity. As a result, the problem is how to select or identify the optimum point or the level at which a commercial bank can maintain its assets in order to optimize these two objectives since each of the liquidity has a different effect on the level of profitability. In recent times, this problem has become more pronounced as good numbers of commercial banks are engrossed with profit maximization and as such they tend to neglect the importance of liquidity management. However, the profit maximization becomes a myth as the resulted liquidity can lead to both technical and legal insolvency with the consequence of low patronage, deposit flight and erosion of asset base.

Furthermore, the current squeeze in Nigeria on cash and credit is threatening the survival of many commercial banks. The fact that commercial banks cannot exist without working capital is thus, undeniable. Although, liquidity is an important ingredient in the smooth working of business entities, it has not attracted much attention of scholars. There is a missing gap in the Nigerian literature as there are few studies that have extracted data from the annual statements of deposit money banks to empirically investigate the profitability- liquidity nexus. Thus, this study will not only ascertain the impact of liquidity management on profitability of commercial banks, it will also contribute to the missing gap in the extant literature.


1.3     Objectives of the Study

The broad objective of the study was to ascertain the impact of liquidity management on the profitability of commercial banks in Nigeria. Specifically, the study sought to:

i.               Examine the effect of bank cash assets on the profitability of commercial banks in Nigeria;

ii.             Evaluate the effect of cash reserve to asset ratio on the profitability of commercial banks in Nigeria;

iii.           Determine the impact of treasury bills on profitability of commercial banks in Nigeria.

iv.           Investigate the impact of liquidity ratio on the profitability of commercial banks in Nigeria.


1.4     Research Questions

The following research questions were answered in this study:

i.               To what extent has cash assets impacted on the profitability of commercial banks in Nigeria?

ii.             In what way does cash reserve to asset ratio impacted on the profitability of commercial banks in Nigeria?

iii.           How has treasury bills influenced the on the profitability of commercial banks in Nigeria?

iv.           How has liquidity ratio impacted on the profitability of commercial banks in Nigeria?


1.5     Research Hypotheses

The hypotheses for the study are stated below in null form as follows:

HO1: Bank cash assets has no significant impact on the profitability of       commercial banks in Nigeria;

HO2: Treasury bills do not have any significant impact on profitability of       commercial banks in Nigeria;

HO3: Cash reserves to asset ratio has no significant impact on the profitability of commercial banks in Nigeria;

HO4: Liquidity ratio has no significant impact on the profitability of       commercial banks in Nigeria.


1.6     Significance of the Study

This study will help strengthen the Nigerian banking sector by providing detailed information on the liquidity management policies in regard to the profitability of Commercial Banks in Nigeria. Commercial Banks operating in Nigeria can use the information to improve on their mode of delivery to strengthen their stand against other financial institutions especially the MFIs.

Moreso, finance controllers and managers have a major role to manage their working capital and cost structure in order to drive the banks performances for the survival of the organization. This research will provide a guideline on whether banks can perform well if the working capital is efficient and cost structures are managed well. The study will also help scholars to improve on literature on liquidity management policies in Nigeria and to provide further guidance in filling in the gaps on further studies.

The findings of the study can guide finance managers in banks to make investment decisions that will satisfy the stakeholders’ interest with regard to liquidity and profitability needs of the investors. Identification of liquidity levels that maximize profits enables managers revise and adopt relevant strategies.

Additionally, the regulators will have evidence as to what levels of liquidity are present in profitable banks. This will help them formulate rules and regulations that help minimize failure risk in the sector. Further the research adds to the body of knowledge in finance as well as further evidence on how banks are managed.


1.7     Scope of the Study

The study which centred on liquidity management among financial institutions will generated data from selected commercials and CBN statistical bulletin from 1996 to 2015. The timeframe was selected because of the fluctuation of exchange rate that occurred in the last decade which affected liquid management strategies of commercial banks. Thus, the study is geared to ascertain the extent of liquidity management on the profitability of commercial bank.


1.8     Limitations of the study

The researcher encountered many difficulties in the course of carrying out this research work. Some of the difficulties in getting and gathering information are as follows:

The research found it difficult to access vital information from official of data and statistical reports due to their unresponsive attitude to provide current and relevant data in the course of sourcing for useful data. Most of the data provided were either outdated, inconclusive or irregularities.

The researcher went through difficulties in search for confidential data for analysis. Many commercial bank owners were reluctant to give out or provide information needed for the research, since they believe that tax payment is something very confidential.


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