Determinants of Sensitivity of Czech Commercial Banks to the Bank Run

Result code in IS VaVaI
<a href="https://www.isvavai.cz/riv?ss=detail&h=RIV%2F47813059%3A19520%2F15%3A%230003787" target="_blank" >RIV/47813059:19520/15:#0003787 - 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
Determinants of Sensitivity of Czech Commercial Banks to the Bank Run
Original language description
The aim of this paper is to find out the worst-case scenario for individual banks from the Czech 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 stressedvalue 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 Czech banks to survive an unforeseen deposit withdrawal significantly differs.Two bank specific (profitability and liquidity of the bank) and two macroeconomic (interest rate on loans and unemployment rate) factors have the most important influence on the sensitivity of Czech 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
Proceedings of 15th International Conference on Finance and Banking
ISBN
978-80-7510-186-0
ISSN
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e-ISSN
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Number of pages
7
Pages from-to
178-184
Publisher name
SU OPF
Place of publication
Karviná
Event location
Praha
Event date
Oct 13, 2015
Type of event by nationality
WRD - Celosvětová akce
UT code for WoS article
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