Liquidity of Czech Commercial Banks and its Determinants

Kód výsledku v IS VaVaI

<a href="https://www.isvavai.cz/riv?ss=detail&h=RIV%2F47813059%3A19520%2F11%3A%230001433" target="_blank" >RIV/47813059:19520/11:#0001433 - isvavai.cz</a>

Výsledek na webu

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DOI - Digital Object Identifier

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Jazyk výsledku

angličtina

Název v původním jazyce

Liquidity of Czech Commercial Banks and its Determinants

Popis výsledku v původním jazyce

As liquidity problems of some banks during global financial crisis re-emphasised, liquidity is very important for functioning of financial markets and the banking sector. The aim of this paper is therefore to identify determinants of liquidity of Czech commercial banks. The data cover the period from 2001 to 2009. The results of panel data regression analysis showed that there is a positive link between bank liquidity and capital adequacy, share of non-performing loans and interest rates on loans and oninterbank transaction. We have found negative influence of inflation rate, business cycle and financial crisis on liquidity. According to our findings, the relation between size of banks and their liquidity is ambiguous.

Název v anglickém jazyce

Liquidity of Czech Commercial Banks and its Determinants

Popis výsledku anglicky

As liquidity problems of some banks during global financial crisis re-emphasised, liquidity is very important for functioning of financial markets and the banking sector. The aim of this paper is therefore to identify determinants of liquidity of Czech commercial banks. The data cover the period from 2001 to 2009. The results of panel data regression analysis showed that there is a positive link between bank liquidity and capital adequacy, share of non-performing loans and interest rates on loans and oninterbank transaction. We have found negative influence of inflation rate, business cycle and financial crisis on liquidity. According to our findings, the relation between size of banks and their liquidity is ambiguous.

Druh

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

CEP obor

AH - Ekonomie

OECD FORD obor

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Projekt

<a href="/cs/project/GPP403%2F11%2FP243" target="_blank" >GPP403/11/P243: Riziko likvidity komerčních bank ve Visegrádských zemích</a><br>

Návaznosti

P - Projekt vyzkumu a vyvoje financovany z verejnych zdroju (s odkazem do CEP)

Rok uplatnění

2011

Kód důvěrnosti údajů

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

Název periodika

International Journal of Mathematical Models and Methods in Applied Sciences

ISSN

1998-0140

e-ISSN

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Svazek periodika

5

Číslo periodika v rámci svazku

6

Stát vydavatele periodika

US - Spojené státy americké

Počet stran výsledku

8

Strana od-do

1060-1067

Kód UT WoS článku

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EID výsledku v databázi Scopus

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