Liquidity of Czech Commercial Banks and its Determinants
The result's identifiers
Result code in IS VaVaI
<a href="https://www.isvavai.cz/riv?ss=detail&h=RIV%2F47813059%3A19520%2F11%3A%230001433" target="_blank" >RIV/47813059:19520/11:#0001433 - isvavai.cz</a>
Result on the web
—
DOI - Digital Object Identifier
—
Alternative languages
Result language
angličtina
Original language name
Liquidity of Czech Commercial Banks and its Determinants
Original language description
As liquidity problems of some banks during global financial crisis re-emphasised, liquidity is very important for functioning of financial markets and the banking sector. The aim of this paper is therefore to identify determinants of liquidity of Czech commercial banks. The data cover the period from 2001 to 2009. The results of panel data regression analysis showed that there is a positive link between bank liquidity and capital adequacy, share of non-performing loans and interest rates on loans and oninterbank transaction. We have found negative influence of inflation rate, business cycle and financial crisis on liquidity. According to our findings, the relation between size of banks and their liquidity is ambiguous.
Czech name
—
Czech description
—
Classification
Type
J<sub>x</sub> - Unclassified - Peer-reviewed scientific article (Jimp, Jsc and Jost)
CEP classification
AH - Economics
OECD FORD branch
—
Result continuities
Project
<a href="/en/project/GPP403%2F11%2FP243" target="_blank" >GPP403/11/P243: Liquidity risk of commercial banks in the Visegrad countries</a><br>
Continuities
P - Projekt vyzkumu a vyvoje financovany z verejnych zdroju (s odkazem do CEP)
Others
Publication year
2011
Confidentiality
S - Úplné a pravdivé údaje o projektu nepodléhají ochraně podle zvláštních právních předpisů
Data specific for result type
Name of the periodical
International Journal of Mathematical Models and Methods in Applied Sciences
ISSN
1998-0140
e-ISSN
—
Volume of the periodical
5
Issue of the periodical within the volume
6
Country of publishing house
US - UNITED STATES
Number of pages
8
Pages from-to
1060-1067
UT code for WoS article
—
EID of the result in the Scopus database
—