Banks belonging to the Erste Group and their sensitivity to the confidence crisis on the interbank market.

Result code in IS VaVaI

<a href="https://www.isvavai.cz/riv?ss=detail&h=RIV%2F47813059%3A19520%2F15%3A%230003776" target="_blank" >RIV/47813059:19520/15:#0003776 - isvavai.cz</a>

Result on the web

<a href="http://acta.mendelu.cz/63/6/1953/" target="_blank" >http://acta.mendelu.cz/63/6/1953/</a>

DOI - Digital Object Identifier

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Result language

angličtina

Original language name

Banks belonging to the Erste Group and their sensitivity to the confidence crisis on the interbank market.

Original language description

The aim of this paper is to measure the sensitivity of commercial banks from the Erste Group to the confidence crisis on the interbank market and to compare their sensitivity with average sensitivity of banks in particular countries. We have used the methodology of scenario analysis for the liquid asset ratio. All banks belonging to the Erste Group should be able to withstand the confidence crisis on the interbank market. The group of the most vulnerable banks consists from Erste bank Hungary and BancaComerciala Romana from Romania. In some cases, banks from the Erste Group are more sensitive; while in other cases are banks belonging to the Erste Group less vulnerable than corresponding banking sectors. Except of banks from Hungary, Romania and Slovakia, subsidiary banks are less sensitive to the confidence crisis than the parent bank. Banks (and banking sectors) who are net borrowers on the interbank market are much more sensitive to the confidence crisis on this market.

Czech name

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Czech description

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Type

J_x - 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

Name of the periodical

Acta Universitatis Agriculturae et Silviculturae Mendeleianae Brunensis

ISSN

1211-8516

e-ISSN

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Volume of the periodical

63

Issue of the periodical within the volume

6

Country of publishing house

CZ - CZECH REPUBLIC

Number of pages

8

Pages from-to

1953-1960

UT code for WoS article

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EID of the result in the Scopus database

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