Determinants of Commercial Banks´ Liquidity in the Czech Republic
The result's identifiers
Result code in IS VaVaI
<a href="https://www.isvavai.cz/riv?ss=detail&h=RIV%2F47813059%3A19520%2F11%3A%230001558" target="_blank" >RIV/47813059:19520/11:#0001558 - isvavai.cz</a>
Result on the web
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DOI - Digital Object Identifier
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Alternative languages
Result language
angličtina
Original language name
Determinants of Commercial Banks´ Liquidity in the Czech Republic
Original language description
As global financial crisis showed, commercial banks' liquidity is very important topic. This paper aims to identify determinants of liquidity of commercial banks in the Czech Republic. We consider bank specific and macroeconomic data over the period from2001 to 2009 and analyze them with panel data regression analysis. We have found that bank liquidity is positively related to capital adequacy, interest rates on loans, share of non-performing loans and interest rate on interbank transaction and negatively related to inflation rate, business cycle and financial crisis. The influence of banks size is ambiguous.
Czech name
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Czech description
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Classification
Type
D - Article in proceedings
CEP classification
AH - Economics
OECD FORD branch
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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
Article name in the collection
International Conference on Applied & Computational Mathematics
ISBN
978-1-61804-002-2
ISSN
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e-ISSN
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Number of pages
6
Pages from-to
92-97
Publisher name
WSEAS
Place of publication
Lanzarote
Event location
Lanzarote
Event date
May 27, 2011
Type of event by nationality
WRD - Celosvětová akce
UT code for WoS article
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