LIQUIDITY RISK MANAGEMENT OF BANKS BELONGING

Result code in IS VaVaI
<a href="https://www.isvavai.cz/riv?ss=detail&h=RIV%2F47813059%3A19520%2F15%3A%230003705" target="_blank" >RIV/47813059:19520/15:#0003705 - isvavai.cz</a>
Result on the web
<a href="http://www.slu.cz/opf/cz/informace/acta-academica-karviniensia/casopisy-aak/aak-rocnik-2015/docs-1-2015/Gongol_Klepkova.pdf" target="_blank" >http://www.slu.cz/opf/cz/informace/acta-academica-karviniensia/casopisy-aak/aak-rocnik-2015/docs-1-2015/Gongol_Klepkova.pdf</a>
DOI - Digital Object Identifier
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Result language
angličtina
Original language name
LIQUIDITY RISK MANAGEMENT OF BANKS BELONGING
Original language description
The aim of this paper was to compare the strategy of liquidity risk management of banks belonging to Erste Group and Societe Generale Group in the region of Central and Eastern Europe. We have used three liquidity ratios and compared values of these ratios of subsidiary banks, parent banks and corresponding banking sectors. The results confirmed that each bank has own strategy which combines defensive and offensive approaches to liquidity. In terms of sources of funding, subsidiaries are much safer thanboth parents bank. Concerning the buffer of liquid assets, Societe Generale as a parent bank is much more liquid than its subsidiaries and also than Erste Group Bank and its subsidiaries. Differences between values of all ratios for parent banks, subsidiaries and corresponding banking sectors are statistically significant which is proved by the analysis of variance for a single factor.
Czech name
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Czech description
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Type
J<sub>x</sub> - Unclassified - Peer-reviewed scientific article (Jimp, Jsc and Jost)
CEP classification
AH - Economics
OECD FORD branch
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Project
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Continuities
I - Institucionalni podpora na dlouhodoby koncepcni rozvoj vyzkumne organizace

Publication year
2015
Confidentiality
S - Úplné a pravdivé údaje o projektu nepodléhají ochraně podle zvláštních právních předpisů

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