Liquidity risk sensitivity of Polish commercial banks

Result code in IS VaVaI
<a href="https://www.isvavai.cz/riv?ss=detail&h=RIV%2F47813059%3A19520%2F13%3A%230002175" target="_blank" >RIV/47813059:19520/13:#0002175 - isvavai.cz</a>
Result on the web
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DOI - Digital Object Identifier
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Result language
angličtina
Original language name
Liquidity risk sensitivity of Polish commercial banks
Original language description
The aim of this paper is to measure the liquidity risk sensitivity of Polish commercial banks and to find out the most severe scenario and the most vulnerable banks. We used three different scenarios which should generate a liquidity outflow: run on a bank, confidence crisis on the interbank market and use of committed loans by counterparties. We have found that the most severe scenario for Polish banking sector is run on a bank. A use of committed loans by counterparties would not be a problem for anybank during the whole analyzed period. The confidence crisis on the interbank market would not have any serious impact on bank liquidity. There is no link between size of the bank and its vulnerability to liquidity shocks.
Czech name
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Czech description
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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)

Publication year
2013
Confidentiality
S - Úplné a pravdivé údaje o projektu nepodléhají ochraně podle zvláštních právních předpisů

Article name in the collection
Finance and the Performance of Firms in Science, Education, and Practice. Proceedings of the 6th International Scientific Conference
ISBN
978-80-7454-246-6
ISSN
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e-ISSN
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Number of pages
15
Pages from-to
790-804
Publisher name
UTB
Place of publication
Zlín
Event location
Zlín
Event date
Apr 25, 2013
Type of event by nationality
EUR - Evropská akce
UT code for WoS article
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