Factors affecting sensitivity of Slovak commercial banks to the run on banks

Result code in IS VaVaI
<a href="https://www.isvavai.cz/riv?ss=detail&h=RIV%2F47813059%3A19520%2F15%3A%230003777" target="_blank" >RIV/47813059:19520/15:#0003777 - 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
Factors affecting sensitivity of Slovak commercial banks to the run on banks
Original language description
The aim of this paper is to find out the worst-case scenario for individual banks from the Slovak banking sector and to find out determinants of their sensitivity to the bank run in the period from 2000 to 2014. We used a liquid asset ratio and a stressed value of this ratio to assess the sensitivity of banks to a bank run. This sensitivity strongly increased in the second half of the analyzed period. The ability of individual Slovak banks to survive an unforeseen deposit withdrawal significantly differs. Two bank specific (profitability and lending activity of the bank) and two macroeconomic (interest rate on interbank transaction and unemployment rate) factors have the most important influence on the sensitivity of Slovak banks to a possible bank run.
Czech name
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Czech description
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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

Article name in the collection
Financial Management of Firms and Financial Institutions. 10th International Scientific Conference
ISBN
978-80-248-3865-6
ISSN
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e-ISSN
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Number of pages
8
Pages from-to
529-536
Publisher name
VŠB-TU
Place of publication
Ostrava
Event location
Ostrava
Event date
Sep 7, 2015
Type of event by nationality
EUR - Evropská akce
UT code for WoS article
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