Liquidity risk sensitivity of Slovak commercial banks
The result's identifiers
Result code in IS VaVaI
<a href="https://www.isvavai.cz/riv?ss=detail&h=RIV%2F47813059%3A19520%2F13%3A%230002176" target="_blank" >RIV/47813059:19520/13:#0002176 - 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 risk sensitivity of Slovak commercial banks
Original language description
The aim of this paper is to measure the liquidity risk sensitivity of Slovak commercial banks and to find out the most severe scenario and the most vulnerable banks. We used three different scenarios: run on a bank, confidence crisis on the interbank market and use of committed loans by counterparties. All these situations generated liquidity outflow. We have found that the most severe scenario for Slovak banking sector is run on a bank. The impact is also influenced by the overall macroeconomic situation - during periods of financial distress, it is very difficult to finance massive and unexpected deposit withdrawals. As large and medium sized banks rely on the interbank market or on a liquidity assistance of the Lender of Last Resort and hold only minimum level of liquid assets, they are most vulnerable to liquidity shocks, mainly to massive deposit withdrawals.
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
2013
Confidentiality
S - Úplné a pravdivé údaje o projektu nepodléhají ochraně podle zvláštních právních předpisů
Data specific for result type
Article name in the collection
BAI 2013. International Conference on Business and Information
ISBN
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ISSN
1729-9322
e-ISSN
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Number of pages
16
Pages from-to
1004-1019
Publisher name
ATISR
Place of publication
New Taipei City
Event location
Bali
Event date
Jul 7, 2013
Type of event by nationality
WRD - Celosvětová akce
UT code for WoS article
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