The Application of Interest Rate Risk Regulation on the Czech and Slovak Banking Sectors
The result's identifiers
Result code in IS VaVaI
<a href="https://www.isvavai.cz/riv?ss=detail&h=RIV%2F00216208%3A11230%2F20%3A10410307" target="_blank" >RIV/00216208:11230/20:10410307 - isvavai.cz</a>
Result on the web
<a href="https://verso.is.cuni.cz/pub/verso.fpl?fname=obd_publikace_handle&handle=WzQ.7FYgt8" target="_blank" >https://verso.is.cuni.cz/pub/verso.fpl?fname=obd_publikace_handle&handle=WzQ.7FYgt8</a>
DOI - Digital Object Identifier
—
Alternative languages
Result language
angličtina
Original language name
The Application of Interest Rate Risk Regulation on the Czech and Slovak Banking Sectors
Original language description
This paper examines the regulation of Interest Rate Risk Management of the Banking Book in the Czech and Slovak banking sectors. We provide modeling of bank balance sheets in terms of regulatory requirements. The contribution of our paper is two-fold. First, we identify the key business drivers of Interest Rate Risk of the Banking Book of the Czech and Slovak banking sectors. Second, when comparing the interest rate risk of the banking book of both banking sectors, we find that major banks in both sectors report a higher interest rate risk from their client liabilities than from client assets. This fact implies that the banks are exposed to the risks inherent in rising interest rates. We find that the interest rate risk exposure of the Czech and Slovak banks is relatively high, and therefore, the potential contagion risk for large foreign owners with subsidiaries in both countries is not negligible.
Czech name
—
Czech description
—
Classification
Type
J<sub>imp</sub> - Article in a specialist periodical, which is included in the Web of Science database
CEP classification
—
OECD FORD branch
50201 - Economic Theory
Result continuities
Project
—
Continuities
S - Specificky vyzkum na vysokych skolach
Others
Publication year
2020
Confidentiality
S - Úplné a pravdivé údaje o projektu nepodléhají ochraně podle zvláštních právních předpisů
Data specific for result type
Name of the periodical
Ekonomicky Casopis
ISSN
0013-3035
e-ISSN
—
Volume of the periodical
68
Issue of the periodical within the volume
3
Country of publishing house
SK - SLOVAKIA
Number of pages
20
Pages from-to
211-230
UT code for WoS article
000523998400001
EID of the result in the Scopus database
2-s2.0-85085167404