Liquidity Determinants of the Selected Banking Sectors and their Size Groups
The result's identifiers
Result code in IS VaVaI
<a href="https://www.isvavai.cz/riv?ss=detail&h=RIV%2F62156489%3A43110%2F16%3A43909352" target="_blank" >RIV/62156489:43110/16:43909352 - isvavai.cz</a>
Result on the web
<a href="http://dx.doi.org/10.11118/actaun201664030971" target="_blank" >http://dx.doi.org/10.11118/actaun201664030971</a>
DOI - Digital Object Identifier
<a href="http://dx.doi.org/10.11118/actaun201664030971" target="_blank" >10.11118/actaun201664030971</a>
Alternative languages
Result language
angličtina
Original language name
Liquidity Determinants of the Selected Banking Sectors and their Size Groups
Original language description
The article focuses on the factors affecting the liquidity of selected bank sectors, as well as their size groups, using panel regression analysis. For higher complexity of the results, multiple dependent variables are used: liquidity creation, outflow and net change. The values are calculated based on the specific method of liquidity risk measurement - gross liquidity flows. The results indicate both multiple effects of some factors on the given variables, as well as isolated influence of factors on a single liquidity form or size group. Thus, when looking for determinants using just one form of liquidity, such as creation, the results need not necessarily comprehensively show the influence of the given factors, and can lead to erroneous conclusions. The results also point to the differing behaviours of the size groups and their different sensitivity on the factors; smaller banks have shown higher sensitivity on macroeconomic variables. Higher flexibility in regulation could lead to higher optimization.
Czech name
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Czech description
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Classification
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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Result continuities
Project
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Continuities
S - Specificky vyzkum na vysokych skolach
Others
Publication year
2016
Confidentiality
S - Úplné a pravdivé údaje o projektu nepodléhají ochraně podle zvláštních právních předpisů
Data specific for result type
Name of the periodical
Acta Universitatis Agriculturae et Silviculturae Mendelianae Brunensis
ISSN
1211-8516
e-ISSN
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Volume of the periodical
64
Issue of the periodical within the volume
3
Country of publishing house
CZ - CZECH REPUBLIC
Number of pages
8
Pages from-to
971-978
UT code for WoS article
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EID of the result in the Scopus database
2-s2.0-84978689242