Determinants of the Bank Run Sensitivity in Czechia

Kód výsledku v IS VaVaI

<a href="https://www.isvavai.cz/riv?ss=detail&h=RIV%2F47813059%3A19520%2F17%3A00010783" target="_blank" >RIV/47813059:19520/17:00010783 - 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

Determinants of the Bank Run Sensitivity in Czechia

Popis výsledku v původním jazyce

The aim of this paper is to determine maximum volume of deposits than can be withdrawn from each individual bank from the Czech banking sector and to identify the determinants of their sensitivity to a bank run. The data cover the period from 2000 to 2014. Although bank liquidity, measured by the liquid asset ratio, decreased during the analyzed period, Czech banks were liquid enough and prepared for a potential bank run. Using panel data regression analysis, we tested seven bank-specific factors and seven macroeconomic factors. The sensitivity of Czech banks to a possible bank run is determined by bank profitability. Among the macroeconomic factors, the interest rate and unemployment rate are relevant. However, the most important factor is the level of bank liquidity: banks with a sufficient buffer of liquid assets are safer than other banks, particularly during periods of financial distress.

Název v anglickém jazyce

Determinants of the Bank Run Sensitivity in Czechia

Popis výsledku anglicky

The aim of this paper is to determine maximum volume of deposits than can be withdrawn from each individual bank from the Czech banking sector and to identify the determinants of their sensitivity to a bank run. The data cover the period from 2000 to 2014. Although bank liquidity, measured by the liquid asset ratio, decreased during the analyzed period, Czech banks were liquid enough and prepared for a potential bank run. Using panel data regression analysis, we tested seven bank-specific factors and seven macroeconomic factors. The sensitivity of Czech banks to a possible bank run is determined by bank profitability. Among the macroeconomic factors, the interest rate and unemployment rate are relevant. However, the most important factor is the level of bank liquidity: banks with a sufficient buffer of liquid assets are safer than other banks, particularly during periods of financial distress.

Druh

D - Stať ve sborníku

CEP obor

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OECD FORD obor

50202 - Applied Economics, Econometrics

Projekt

<a href="/cs/project/GA16-17796S" target="_blank" >GA16-17796S: Příslušnost k finanční skupině jako faktor ovlivňující výkonnost a riziko bank</a><br>

Návaznosti

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

Rok uplatnění

2017

Kód důvěrnosti údajů

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

Název statě ve sborníku

Proceedings of the 9th International Conference on Currency, Banking and International Finance "Challenges for Financial Sector of CEE Countries in Overcoming Problems of Economic Integration in the EU"

ISBN

978-80-225-4362-0

ISSN

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e-ISSN

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Počet stran výsledku

7

Strana od-do

147-153

Název nakladatele

Ekonóm, University of Economics in Bratislava

Místo vydání

Bratislava

Místo konání akce

Bratislava

Datum konání akce

20. 9. 2016

Typ akce podle státní příslušnosti

WRD - Celosvětová akce

Kód UT WoS článku

000411851600019