Determinants which affect liquid asset ratio of Czech and Slovak commercial banks

Kód výsledku v IS VaVaI

<a href="https://www.isvavai.cz/riv?ss=detail&h=RIV%2F47813059%3A19520%2F13%3A%230002165" target="_blank" >RIV/47813059:19520/13:#0002165 - isvavai.cz</a>

Výsledek na webu

—

DOI - Digital Object Identifier

—

Jazyk výsledku

angličtina

Název v původním jazyce

Determinants which affect liquid asset ratio of Czech and Slovak commercial banks

Popis výsledku v původním jazyce

The aim of this paper is to find out determinants which affected liquid asset ratio of Czech and Slovak commercial banks in period from 2001 to 2010. Results of panel data regression analysis showed that although Czech Republic and Slovak Republic have alot in common, different factors determined banks´ liquid assets in individual countries. The liquid asset ratio of Czech banks increases with increase of capital adequacy, with depreciation of Czech koruna and with worsening quality of credit portfolio. Liquidity of Slovak banks decreases with size of the bank, with higher capital adequacy, higher bank liquidity and during periods of financial crisis. Liquidity of Slovak banks is also positively related to economic cycle.

Název v anglickém jazyce

Determinants which affect liquid asset ratio of Czech and Slovak commercial banks

Popis výsledku anglicky

The aim of this paper is to find out determinants which affected liquid asset ratio of Czech and Slovak commercial banks in period from 2001 to 2010. Results of panel data regression analysis showed that although Czech Republic and Slovak Republic have alot in common, different factors determined banks´ liquid assets in individual countries. The liquid asset ratio of Czech banks increases with increase of capital adequacy, with depreciation of Czech koruna and with worsening quality of credit portfolio. Liquidity of Slovak banks decreases with size of the bank, with higher capital adequacy, higher bank liquidity and during periods of financial crisis. Liquidity of Slovak banks is also positively related to economic cycle.

Druh

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

CEP obor

AH - Ekonomie

OECD FORD obor

—

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

2013

Kód důvěrnosti údajů

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

Název periodika

Financial Assets and Investing

ISSN

1804-5081

e-ISSN

—

Svazek periodika

Neuvedeno

Číslo periodika v rámci svazku

1

Stát vydavatele periodika

CZ - Česká republika

Počet stran výsledku

17

Strana od-do

25-41

Kód UT WoS článku

—

EID výsledku v databázi Scopus

—