Determinants of Survival Time of Government Securities Held by Banks in Uganda
Keywords:
commercial banks, survival analysis, duration of government securitiesAbstract
This study used survival analysis to establish the determinants of the hazard for bank liquidation of government securities in order to identify possible measures to limit the occurrence of liquidation. The findings showed that increases in capital lead to declines in the rediscounting hazard and increases in the liquidation hazard of using securities as collateral for borrowing from the Central Bank.
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