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MONETARY POLICY EFFECT ON BANKS LIQUIDITY IN NIGERIA

Dept: BANKING AND FINANCE File: Word(doc) Chapters: 1-5 Views: 3

Abstract

This study investigated the effect of monetary policy on bank liquidity in Nigeria. Specifically, the study investigated firstly the effect of open market operation on bank liquidity in Nigeria. Secondly, the effect of monetary policy rate on bank liquidity in Nigeria. Thirdly, the influence of cash reserve ratio on bank liquidity in Nigeria. Lastly, the influence of loan to deposit ratio on bank liquidity in Nigeria The study was based on theories such as shiftability theory, anticipated income theory, and commercial loan theory. Time series data of 30 years (1986-2015) was used. The ordinary least square (OLS) method was used to statistically investigate the effect of monetary policy on bank liquidity. In employing the ordinary least square method, four functional models, that is, linear, semi-log, double log, and Exponential models were used. The result of the best regression estimate (linear model) indicated that monetary policy has significant effect on bank liquidity in Nigeria.

1.1       Background of the Study

A solid and stable financial sector is essential to make a well-functioning national economy and ensure balanced liquidity within the economy. Appropriate liquidity management is essential to foster economic growth. Though, to achieve economic stability proper uses of fiscal and monetary policies are required. Despite establishing regulatory agencies and monetary policy committees, Nigerian banks have actually been deterred in creating adequate liquidity and additional credit for the sustenance of the entire economy.

The Central Bank of Nigeria (CBN) over the years, has instituted various monetary policies to regulate and develop the financial system in order to achieve major macroeconomic objectives which often conflict and result to distortion in the economy. Although, some monetary policy tools like cash reserve and capital requirements have been used to buffer the liquidity creation process of deposit money banks through deposit base and credit facilities to the public. Monetary policy remains a critical tool in stimulating the growth and stability of the economy through the financial institutions in most developing economies. In Nigeria, the objectives usually include promoting monetary stability, strengthening the external sector performance and generating a sound financial system that will support increased output and employment. Monetary policy is a major economic stabilization weapon which involves measures designed to regulate and control the volume, cost, availability and direction of money and credit in an economy to achieve some specific macro-economic policy objectives.

Monetary policy involves a deliberate effort by the monetary authorities (the Central Bank of Nigeria) to control the money supply and credit conditions for the purpose of achieving certain broad economic objectives.

Central Bank also determines certain targets on monetary variables. Although, some objectives are consistent with each other’s, others are not, for example, the objectives of price stability often conflicts with the objectives of interest rate stability and high short run employment. The role of the banking industry in development process cannot be over-emphasized as they play so many functions. In order to make profit, deposit money banks invest customer deposits in various short term and long term investment outlet. However, core of such deposits are used for loan investment which lead to economic growth and development.

Hence, the more loans and advances they extend to borrowers, the more the profit they make. Prior to 1986 direct monetary instruments such as selective credit controls, administered interest and exchange rates, credit ceilings, cash reserve requirements and special deposits to regulate the baking system were employed. The fixing of interest rates at relatively low levels was done mainly to promote investment and growth. Occasionally, special deposits were imposed to reduce the amount of excess reserves and credit creating capacity of the banks. When Central Bank actions and regulations restrict the activities and operations of profit making financial institutions such as deposit money banks, finance companies and pension funds they immediately search for alternative ways of making profit.

The policy constraints can also affect the level of development in the economy. The instruments of monetary policy do not affect economic activities directly; rather they work indirectly through the financial markets. The policy instruments have their initial impact on the demand for and supply of reserves held by depository institutions and consequently on availability of credit.

 

 

1.2       Statement of the Problem

Since the start of the severe banking crisis of 2008, the question of how monetary policy affects banking stability has been at the center of an intense academic and policy debate (Maddaloni & Peydro, 2013). Scholars like Ayodele have argued strongly that monetary policy and commercial Banks are linked together. In fact, the evaluation of the Banking System liquidity can be evaluated through the performance of monetary policy tools (Ayodele, 2014).The conduct of monetary policy in Nigeria after the global financial meltdownwas largely influenced by the global financial crises.The period beginning 2007in the United States and spreading to other countries in the developed anddeveloping countries, was characterized by increasing non-performing loans,falling external reserves, pressures on the exchange rate, large capital outflows,collapse of the stock market and a huge liquidity crises in the banking system.Asa result of the crises in the financial system, the CBN adopted a monetary policystance to ease the liquidity shortage in the banking system.

In the year 2015, the Nigerian financial sector was significantly influenced by global economic factors, such as the normalization of the US monetary policy, and the declining oil prices prompted by weak global economic growth as well as glut in crude oil supply at the international market (CBN, 2015). In order to manage this situation, maintain price stability, strong financial system, and overall health of the economy. The monetary authority, deployed a range of monetary policy instruments including: Open Market Operations (OMO), monetary policy rate (MPR), Cash Reserve Ratio (CRR), and Discount window operations. In the last quarter of 2015, the MPR was kept unchanged at 13% with the symmetric corridor of +/- 200 basis points. The Monetary Policy Committee (MPC) harmonized the CRR on both private and public sector deposits at 31% to improve the efficacy of monetary policy, curtail abuses, stem moral hazards and the tendency of overheating the economy. The Liquidity Ratio was also kept unchanged at 30.0 per cent to address liquidity surfeit in the banking system. OMO remained the key tool of liquidity management in the review period. Actual OMO sales amounted to N4,261.72billion, compared with N3,937.76 billion in the second half of 2014, and N4,484.94 billion in the corresponding period of 2014. As a complement to OMO, the CRR was also used to manage liquidity in the system in order to reduce volatility and pressure on the exchange rate.

Despite the actions taken by the monetary authority, the liquidity adequacy of banks in Nigeria has remain in doubt in the mind of depositor. In December 2015, many banks failed in their obligation to meet the withdrawing need of their customers. Based on this, one could ask; what is the need for all these monetary policy instruments which, cannot make any difference in such situation. One the other hand, there is limited empirical studies on the effect of monetary policy on bank liquidity in Nigeria. It is on these note that this study examine the effect of monetary policy on bank liquidity in Nigeria.

1.3       Research Questions

  1. To what extent does open market operation affect bank liquidity in Nigeria?
  2. To what degree does monetary policy rate affect bank liquidity in Nigeria?
  • What is the level of cash reserve ratio influence on bank liquidity in Nigeria?
  1. What is the extent of loan to deposit impact on bank liquidity in Nigeria?

1.4       Objectives of the Study

The broad objective of this study is to analyze the effect of monetary policy on bank liquidity in Nigeria.

Specifically, the objectives of this study are:

  1. To ascertain the effect of open market operation on bank liquidity in Nigeria.
  2. To estimate the effect of monetary policy rate on bank liquidity in Nigeria.
  • To assess the influence of cash reserve ratio bank liquidity in Nigeria.
  1. To determine the influence of loan to deposit ratio on bank liquidity in Nigeria.

1.5       Research Hypothesis

Monetary policy has no significant effect on bank liquidity in Nigeria, is the main hypothesis to be tested.

Specifically, the following hypotheses will be tested:

Ho

1

:     Open market operation has no significant effect on bank liquidity in Nigeria.

Ho

2

:     Monetary policy has no significant effect on bank liquidity in Nigeria.

Ho

3

:     Cash reserve ratio has no significant influence on bank liquidity in Nigeria.

Ho

4

:     Loan to deposit ratio has no significant influence on bank liquidity in Nigeria.

1.6       Significance of the Study

The study will focus on monetary policy effect on bank liquidity in Nigeria

The study will be immense benefit to the following group;

  1. To economic planners, this study will also enlighten the economic planners of the existence work on the problems associated with the monetary policy implementation by the Central Bank of Nigeria.
  2. The findings and recommendations of the study will help an economist in formulating policies that will assist the central bank of Nigeria in regulating the activities of the banks in the country.
  • To students and researchers, the study will serves as conceptual guide to upcoming students in the same field of study.

 

1.7       Scope and Limitation of Study

The study will focus on the monetary policy effect on bank liquidity in Nigeria (1980-2015).

The major limitations of the research work will be time constraint as the researcher combines the research work with the other academic activities required for the award of (B.Sc).  it is also limited to resources of the disposed of the researcher i.e difficulties found in obtaining information and data and also financial problem in term of relevant materials, department specification, general conditions with regard to cost of materials and other accessorily cost.

 



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