Interakce kapitálové a likvidní regulace v bankovním sektoru

Kód výsledku v IS VaVaI

<a href="https://www.isvavai.cz/riv?ss=detail&h=RIV%2F61989100%3A27510%2F17%3A10236650" target="_blank" >RIV/61989100:27510/17:10236650 - isvavai.cz</a>

Výsledek na webu

<a href="https://www.vse.cz/polek/1160" target="_blank" >https://www.vse.cz/polek/1160</a>

DOI - Digital Object Identifier

<a href="http://dx.doi.org/10.18267/j.polek.1160" target="_blank" >10.18267/j.polek.1160</a>

Jazyk výsledku

čeština

Název v původním jazyce

Interakce kapitálové a likvidní regulace v bankovním sektoru

Popis výsledku v původním jazyce

Basel III responded to the financial crisis among other by redefining and expanding the capital requirements and by introduction of the liquidity requirements in the banking sector. Since banks’ liquidity and capital positions influence each other through assets structure channel, asset quality channel and profitability channel, there exists a significant relationship among capital and liquidity regulatory tools. A bank can improve its capital and liquidity ratios by lowering riskweighted assets (assets structure channel), but with the negative impact on the interest profit (profitability channel). We therefore aim to test the functionality of these two channels in relation to capital and liquidity positions in the Czech banking sector. We document the effect of the assets structure channel in case of liquidity and capital positions and effect of the profitability channel for the large banks. However, low profitability and introduction of a leverage ratio can limit the effect of assets structure channel on banks´ capital positions.

Název v anglickém jazyce

Interaction of Capital and Liquidity Regulation in the Banking Sector

Popis výsledku anglicky

Basel III responded to the financial crisis among other by redefining and expanding the capital requirements and by introduction of the liquidity requirements in the banking sector. Since banks’ liquidity and capital positions influence each other through assets structure channel, asset quality channel and profitability channel, there exists a significant relationship among capital and liquidity regulatory tools. A bank can improve its capital and liquidity ratios by lowering riskweighted assets (assets structure channel), but with the negative impact on the interest profit (profitability channel). We therefore aim to test the functionality of these two channels in relation to capital and liquidity positions in the Czech banking sector. We document the effect of the assets structure channel in case of liquidity and capital positions and effect of the profitability channel for the large banks. However, low profitability and introduction of a leverage ratio can limit the effect of assets structure channel on banks´ capital positions.

Druh

J_imp - Článek v periodiku v databázi Web of Science

CEP obor

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OECD FORD obor

50206 - Finance

Projekt

—

Návaznosti

I - Institucionalni podpora na dlouhodoby koncepcni rozvoj vyzkumne organizace

Rok uplatnění

2017

Kód důvěrnosti údajů

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

Název periodika

Politická ekonomie

ISSN

0032-3233

e-ISSN

—

Svazek periodika

65

Číslo periodika v rámci svazku

5

Stát vydavatele periodika

CZ - Česká republika

Počet stran výsledku

21

Strana od-do

525-545

Kód UT WoS článku

000413644400001

EID výsledku v databázi Scopus

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