Liquidity Determinants of the Selected Banking Sectors and their Size Groups

Kód výsledku v IS VaVaI

<a href="https://www.isvavai.cz/riv?ss=detail&h=RIV%2F62156489%3A43110%2F16%3A43909352" target="_blank" >RIV/62156489:43110/16:43909352 - isvavai.cz</a>

Výsledek na webu

<a href="http://dx.doi.org/10.11118/actaun201664030971" target="_blank" >http://dx.doi.org/10.11118/actaun201664030971</a>

DOI - Digital Object Identifier

<a href="http://dx.doi.org/10.11118/actaun201664030971" target="_blank" >10.11118/actaun201664030971</a>

Jazyk výsledku

angličtina

Název v původním jazyce

Liquidity Determinants of the Selected Banking Sectors and their Size Groups

Popis výsledku v původním jazyce

The article focuses on the factors affecting the liquidity of selected bank sectors, as well as their size groups, using panel regression analysis. For higher complexity of the results, multiple dependent variables are used: liquidity creation, outflow and net change. The values are calculated based on the specific method of liquidity risk measurement - gross liquidity flows. The results indicate both multiple effects of some factors on the given variables, as well as isolated influence of factors on a single liquidity form or size group. Thus, when looking for determinants using just one form of liquidity, such as creation, the results need not necessarily comprehensively show the influence of the given factors, and can lead to erroneous conclusions. The results also point to the differing behaviours of the size groups and their different sensitivity on the factors; smaller banks have shown higher sensitivity on macroeconomic variables. Higher flexibility in regulation could lead to higher optimization.

Název v anglickém jazyce

Liquidity Determinants of the Selected Banking Sectors and their Size Groups

Popis výsledku anglicky

The article focuses on the factors affecting the liquidity of selected bank sectors, as well as their size groups, using panel regression analysis. For higher complexity of the results, multiple dependent variables are used: liquidity creation, outflow and net change. The values are calculated based on the specific method of liquidity risk measurement - gross liquidity flows. The results indicate both multiple effects of some factors on the given variables, as well as isolated influence of factors on a single liquidity form or size group. Thus, when looking for determinants using just one form of liquidity, such as creation, the results need not necessarily comprehensively show the influence of the given factors, and can lead to erroneous conclusions. The results also point to the differing behaviours of the size groups and their different sensitivity on the factors; smaller banks have shown higher sensitivity on macroeconomic variables. Higher flexibility in regulation could lead to higher optimization.

Druh

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

CEP obor

AH - Ekonomie

OECD FORD obor

—

Projekt

—

Návaznosti

S - Specificky vyzkum na vysokych skolach

Rok uplatnění

2016

Kód důvěrnosti údajů

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

Název periodika

Acta Universitatis Agriculturae et Silviculturae Mendelianae Brunensis

ISSN

1211-8516

e-ISSN

—

Svazek periodika

64

Číslo periodika v rámci svazku

3

Stát vydavatele periodika

CZ - Česká republika

Počet stran výsledku

8

Strana od-do

971-978

Kód UT WoS článku

—

EID výsledku v databázi Scopus

2-s2.0-84978689242