Monetary Conditions and Banks' Behaviour in the Czech Republic

Result code in IS VaVaI
<a href="https://www.isvavai.cz/riv?ss=detail&h=RIV%2F00216208%3A11230%2F15%3A10295384" target="_blank" >RIV/00216208:11230/15:10295384 - isvavai.cz</a>
Alternative codes found
RIV/00216208:11640/15:00445233
Result on the web
<a href="http://dx.doi.org/10.1007/s11079-015-9355-y" target="_blank" >http://dx.doi.org/10.1007/s11079-015-9355-y</a>
DOI - Digital Object Identifier
<a href="http://dx.doi.org/10.1007/s11079-015-9355-y" target="_blank" >10.1007/s11079-015-9355-y</a>

Result language
angličtina
Original language name
Monetary Conditions and Banks' Behaviour in the Czech Republic
Original language description
This paper examines the impact of monetary conditions on the risk-taking behaviour of banks in the Czech Republic by analysing the comprehensive credit register of the Czech National Bank. Our duration analysis indicates that expansionary monetary conditions promote risk-taking among banks. At the same time, a lower interest rate during the life of a loan reduces its riskiness. While seeking to assess the association between banks' appetite for risk and the short-term interest rate we answer a set of questions related to the difference between higher liquidity versus credit risk and the effect of the policy rate conditioned on bank and borrower characteristics.
Czech name
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Czech description
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Type
J<sub>x</sub> - Unclassified - Peer-reviewed scientific article (Jimp, Jsc and Jost)
CEP classification
AH - Economics
OECD FORD branch
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Project
Result was created during the realization of more than one project. More information in the Projects tab.
Continuities
P - Projekt vyzkumu a vyvoje financovany z verejnych zdroju (s odkazem do CEP)

Publication year
2015
Confidentiality
S - Úplné a pravdivé údaje o projektu nepodléhají ochraně podle zvláštních právních předpisů

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