Determinants of Commercial Bank's Liquidity in Slovakia
The result's identifiers
Result code in IS VaVaI
<a href="https://www.isvavai.cz/riv?ss=detail&h=RIV%2F47813059%3A19520%2F11%3A%230001559" target="_blank" >RIV/47813059:19520/11:#0001559 - 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 Bank's Liquidity in Slovakia
Original language description
This paper aims to identify determinants of liquidity of Slovak commercial banks. We consider bank specific and macroeconomic data over the period from 2001 to 2010 and analyze them with panel data regression analysis. We have found that bank liquidity drops mainly as a result of the financial crisis. Bank liquid assets decreases also with higher bank profitability, higher capital adequacy and with the size of bank. Liquidity measured by lending activity of banks increases with the growth of gross domestic product and bank profitability and decreases with higher unemployment. Key interest rates, interest margin, rate of inflation and the level of non-performing loans have no statistically significant effect on the liquidity of Slovak commercial banks.
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
Lessons Learned from the Financial Crisis. Proceedings of 13th International Conference on Finance and Banking.
ISBN
978-80-7248-708-0
ISSN
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e-ISSN
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Number of pages
8
Pages from-to
740-747
Publisher name
Slezská univerzita v Opavě, Obchodně podnikatelská fakulta v Karviné
Place of publication
Karviná
Event location
Ostrava
Event date
Oct 12, 2011
Type of event by nationality
WRD - Celosvětová akce
UT code for WoS article
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