Commercial banks from the Visegrad countries and their sensitivity to crisis confidence on the interbank market

Result code in IS VaVaI
<a href="https://www.isvavai.cz/riv?ss=detail&h=RIV%2F47813059%3A19520%2F14%3A%230002746" target="_blank" >RIV/47813059:19520/14:#0002746 - isvavai.cz</a>
Result on the web
<a href="http://ac.els-cdn.com/S2212567114007540/1-s2.0-S2212567114007540-main.pdf?_tid=0717d02e-868f-11e4-a578-00000aacb35d@acdnat=1418891138_dc6923a622b8e1be583633f47e244f4f" target="_blank" >http://ac.els-cdn.com/S2212567114007540/1-s2.0-S2212567114007540-main.pdf?_tid=0717d02e-868f-11e4-a578-00000aacb35d@acdnat=1418891138_dc6923a622b8e1be583633f47e244f4f</a>
DOI - Digital Object Identifier
<a href="http://dx.doi.org/10.1016/S2212-5671(14)00754-0" target="_blank" >10.1016/S2212-5671(14)00754-0</a>

Result language
angličtina
Original language name
Commercial banks from the Visegrad countries and their sensitivity to crisis confidence on the interbank market
Original language description
The aim of this paper is to measure how commercial banks from the Visegrad countries are sensitive to crisis confidence on the interbank market. We use a stress scenario which simulates a withdrawal of 20% of interbank deposits and measure the relative changes of selected liquidity ratios. Banks in all Visegrad countries are sensitive to the crisis confidence on the interbank market. Mainly for some Hungarian and Polish banks, this scenario could have fatal consequences and could threaten the existenceof these banks. In case of Czech and Slovak banks, crisis confidence might have rather secondary impacts.
Czech name
—
Czech description
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Publication year
2014
Confidentiality
S - Úplné a pravdivé údaje o projektu nepodléhají ochraně podle zvláštních právních předpisů

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