Liquidity ratios of Hungarian banks
The result's identifiers
Result code in IS VaVaI
<a href="https://www.isvavai.cz/riv?ss=detail&h=RIV%2F47813059%3A19520%2F12%3A%230002150" target="_blank" >RIV/47813059:19520/12:#0002150 - 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
Liquidity ratios of Hungarian banks
Original language description
This paper aims to evaluate comprehensively the liquidity positions of Hungarian commercial banks via five different liquidity ratios in the period of 2001 2010 and to find out whether the strategy for liquidity risk management differs by the size of thebank. The results show that liquidity has declined during last five years, partly due to increase in lending activity but mainly as a consequence of financial crisis. We have found that while ensuring liquidity, large banks rely on the interbank marketand small and medium-sized banks hold buffer of liquid assets.
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
2012
Confidentiality
S - Úplné a pravdivé údaje o projektu nepodléhají ochraně podle zvláštních právních předpisů
Data specific for result type
Article name in the collection
Řízení a modelování finančních rizik
ISBN
978-80-248-2835-0
ISSN
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e-ISSN
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Number of pages
9
Pages from-to
664-672
Publisher name
VŠB - TU Ostrava
Place of publication
Ostrava
Event location
Ostrava
Event date
Jan 1, 2012
Type of event by nationality
EUR - Evropská akce
UT code for WoS article
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