Home-Host Banking Issues and Non-Core Funding-Evidence from Central and Eastern Europe

Kód výsledku v IS VaVaI

<a href="https://www.isvavai.cz/riv?ss=detail&h=RIV%2F00216208%3A11230%2F15%3A10323092" target="_blank" >RIV/00216208:11230/15:10323092 - isvavai.cz</a>

Výsledek na webu

<a href="http://dx.doi.org/10.1007/s11079-015-9357-9" target="_blank" >http://dx.doi.org/10.1007/s11079-015-9357-9</a>

DOI - Digital Object Identifier

<a href="http://dx.doi.org/10.1007/s11079-015-9357-9" target="_blank" >10.1007/s11079-015-9357-9</a>

Jazyk výsledku

angličtina

Název v původním jazyce

Home-Host Banking Issues and Non-Core Funding-Evidence from Central and Eastern Europe

Popis výsledku v původním jazyce

This paper investigates the role of home monetary policy stance and banking regulation on short-term noncore funding in Central, Eastern and Southeastern Europe using a sample of local subsidiaries. We find that the accumulation and dynamic of noncore funding differ significantly between subsidiaries in EU vs. non-EU host countries. While the direct impact of home monetary policy is to a certain extent limited it is amplified through several channels. The most potent among them are the characteristics of the parent bank: capitalization, liquidity, loan growth aggressiveness, provisioning policies and its relative size vis-A -vis a subsidiary. Regulation has only marginal effects and seems to be more potent for the subsidiaries operating in the EU countries. At the same time, host bank regulation seems neutral to the dynamics of the noncore funding and risk build-up on the liability side of the subsidiaries operating under those regimes.

Název v anglickém jazyce

Home-Host Banking Issues and Non-Core Funding-Evidence from Central and Eastern Europe

Popis výsledku anglicky

This paper investigates the role of home monetary policy stance and banking regulation on short-term noncore funding in Central, Eastern and Southeastern Europe using a sample of local subsidiaries. We find that the accumulation and dynamic of noncore funding differ significantly between subsidiaries in EU vs. non-EU host countries. While the direct impact of home monetary policy is to a certain extent limited it is amplified through several channels. The most potent among them are the characteristics of the parent bank: capitalization, liquidity, loan growth aggressiveness, provisioning policies and its relative size vis-A -vis a subsidiary. Regulation has only marginal effects and seems to be more potent for the subsidiaries operating in the EU countries. At the same time, host bank regulation seems neutral to the dynamics of the noncore funding and risk build-up on the liability side of the subsidiaries operating under those regimes.

Druh

J_x - Nezařazeno - Článek v odborném periodiku (Jimp, Jsc a Jost)

CEP obor

AH - Ekonomie

OECD FORD obor

—

Projekt

—

Návaznosti

I - Institucionalni podpora na dlouhodoby koncepcni rozvoj vyzkumne organizace

Rok uplatnění

2015

Kód důvěrnosti údajů

S - Úplné a pravdivé údaje o projektu nepodléhají ochraně podle zvláštních právních předpisů

Název periodika

Open Economices Review

ISSN

0923-7992

e-ISSN

—

Svazek periodika

26

Číslo periodika v rámci svazku

3

Stát vydavatele periodika

NL - Nizozemsko

Počet stran výsledku

31

Strana od-do

447-477

Kód UT WoS článku

000356172200004

EID výsledku v databázi Scopus

2-s2.0-84930932113