Banks belonging to the Erste Group and their sensitivity to the confidence crisis on the interbank market.

Kód výsledku v IS VaVaI

<a href="https://www.isvavai.cz/riv?ss=detail&h=RIV%2F47813059%3A19520%2F15%3A%230003776" target="_blank" >RIV/47813059:19520/15:#0003776 - isvavai.cz</a>

Výsledek na webu

<a href="http://acta.mendelu.cz/63/6/1953/" target="_blank" >http://acta.mendelu.cz/63/6/1953/</a>

DOI - Digital Object Identifier

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Jazyk výsledku

angličtina

Název v původním jazyce

Banks belonging to the Erste Group and their sensitivity to the confidence crisis on the interbank market.

Popis výsledku v původním jazyce

The aim of this paper is to measure the sensitivity of commercial banks from the Erste Group to the confidence crisis on the interbank market and to compare their sensitivity with average sensitivity of banks in particular countries. We have used the methodology of scenario analysis for the liquid asset ratio. All banks belonging to the Erste Group should be able to withstand the confidence crisis on the interbank market. The group of the most vulnerable banks consists from Erste bank Hungary and BancaComerciala Romana from Romania. In some cases, banks from the Erste Group are more sensitive; while in other cases are banks belonging to the Erste Group less vulnerable than corresponding banking sectors. Except of banks from Hungary, Romania and Slovakia, subsidiary banks are less sensitive to the confidence crisis than the parent bank. Banks (and banking sectors) who are net borrowers on the interbank market are much more sensitive to the confidence crisis on this market.

Název v anglickém jazyce

Banks belonging to the Erste Group and their sensitivity to the confidence crisis on the interbank market.

Popis výsledku anglicky

The aim of this paper is to measure the sensitivity of commercial banks from the Erste Group to the confidence crisis on the interbank market and to compare their sensitivity with average sensitivity of banks in particular countries. We have used the methodology of scenario analysis for the liquid asset ratio. All banks belonging to the Erste Group should be able to withstand the confidence crisis on the interbank market. The group of the most vulnerable banks consists from Erste bank Hungary and BancaComerciala Romana from Romania. In some cases, banks from the Erste Group are more sensitive; while in other cases are banks belonging to the Erste Group less vulnerable than corresponding banking sectors. Except of banks from Hungary, Romania and Slovakia, subsidiary banks are less sensitive to the confidence crisis than the parent bank. Banks (and banking sectors) who are net borrowers on the interbank market are much more sensitive to the confidence crisis on this market.

Druh

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

CEP obor

AH - Ekonomie

OECD FORD obor

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Projekt

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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

Acta Universitatis Agriculturae et Silviculturae Mendeleianae Brunensis

ISSN

1211-8516

e-ISSN

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Svazek periodika

63

Číslo periodika v rámci svazku

6

Stát vydavatele periodika

CZ - Česká republika

Počet stran výsledku

8

Strana od-do

1953-1960

Kód UT WoS článku

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EID výsledku v databázi Scopus

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