LIQUIDITY RISK MANAGEMENT OF BANKS BELONGING
Identifikátory výsledku
Kód výsledku v IS VaVaI
<a href="https://www.isvavai.cz/riv?ss=detail&h=RIV%2F47813059%3A19520%2F15%3A%230003705" target="_blank" >RIV/47813059:19520/15:#0003705 - isvavai.cz</a>
Výsledek na webu
<a href="http://www.slu.cz/opf/cz/informace/acta-academica-karviniensia/casopisy-aak/aak-rocnik-2015/docs-1-2015/Gongol_Klepkova.pdf" target="_blank" >http://www.slu.cz/opf/cz/informace/acta-academica-karviniensia/casopisy-aak/aak-rocnik-2015/docs-1-2015/Gongol_Klepkova.pdf</a>
DOI - Digital Object Identifier
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Alternativní jazyky
Jazyk výsledku
angličtina
Název v původním jazyce
LIQUIDITY RISK MANAGEMENT OF BANKS BELONGING
Popis výsledku v původním jazyce
The aim of this paper was to compare the strategy of liquidity risk management of banks belonging to Erste Group and Societe Generale Group in the region of Central and Eastern Europe. We have used three liquidity ratios and compared values of these ratios of subsidiary banks, parent banks and corresponding banking sectors. The results confirmed that each bank has own strategy which combines defensive and offensive approaches to liquidity. In terms of sources of funding, subsidiaries are much safer thanboth parents bank. Concerning the buffer of liquid assets, Societe Generale as a parent bank is much more liquid than its subsidiaries and also than Erste Group Bank and its subsidiaries. Differences between values of all ratios for parent banks, subsidiaries and corresponding banking sectors are statistically significant which is proved by the analysis of variance for a single factor.
Název v anglickém jazyce
LIQUIDITY RISK MANAGEMENT OF BANKS BELONGING
Popis výsledku anglicky
The aim of this paper was to compare the strategy of liquidity risk management of banks belonging to Erste Group and Societe Generale Group in the region of Central and Eastern Europe. We have used three liquidity ratios and compared values of these ratios of subsidiary banks, parent banks and corresponding banking sectors. The results confirmed that each bank has own strategy which combines defensive and offensive approaches to liquidity. In terms of sources of funding, subsidiaries are much safer thanboth parents bank. Concerning the buffer of liquid assets, Societe Generale as a parent bank is much more liquid than its subsidiaries and also than Erste Group Bank and its subsidiaries. Differences between values of all ratios for parent banks, subsidiaries and corresponding banking sectors are statistically significant which is proved by the analysis of variance for a single factor.
Klasifikace
Druh
J<sub>x</sub> - Nezařazeno - Článek v odborném periodiku (Jimp, Jsc a Jost)
CEP obor
AH - Ekonomie
OECD FORD obor
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Návaznosti výsledku
Projekt
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Návaznosti
I - Institucionalni podpora na dlouhodoby koncepcni rozvoj vyzkumne organizace
Ostatní
Rok uplatnění
2015
Kód důvěrnosti údajů
S - Úplné a pravdivé údaje o projektu nepodléhají ochraně podle zvláštních právních předpisů
Údaje specifické pro druh výsledku
Název periodika
Acta academica karviniensia
ISSN
1212-415X
e-ISSN
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Svazek periodika
XV
Číslo periodika v rámci svazku
1
Stát vydavatele periodika
CZ - Česká republika
Počet stran výsledku
12
Strana od-do
32-43
Kód UT WoS článku
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EID výsledku v databázi Scopus
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