Document Type

Other

Publisher

Edith Cowan University

Place of Publication

Perth, Western Australia

School

School of Accounting, Finance and Economics

Comments

Allen, D., & Parwada, J. (2001). Are Bank Deposits and Bank-affiliated Managed Funds Close Substitutes? Perth, Australia: Edith Cowan University.

Abstract

This study tests the hypothesis that bank liabilities and managed funds are close substitutes. Some literature associates the alleged decline in banking business with the disintermediation of banks’ traditional deposit-taking business in favour of investment management. A comparative assessment of managed fund and bank deposit qualitative attributes fails to support substitutability. Using data on Australian bank-affiliated funds and a nine-year record of bank liability balances, this study finds that, empirically, managed funds do not displace bank liabilities. Prudential capital adequacy requirements dissuade banks from using in-house managed investments as indirect conduits for raising funds in the same manner as deposit taking.y

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