About: Liquidity risk sensitivity of Polish commercial banks

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rdf:type	skos:Concept http://linked.opendata.cz/ontology/domain/vavai/Vysledek
Description	The aim of this paper is to measure the liquidity risk sensitivity of Polish commercial banks and to find out the most severe scenario and the most vulnerable banks. We used three different scenarios which should generate a liquidity outflow: run on a bank, confidence crisis on the interbank market and use of committed loans by counterparties. We have found that the most severe scenario for Polish banking sector is run on a bank. A use of committed loans by counterparties would not be a problem for any bank during the whole analyzed period. The confidence crisis on the interbank market would not have any serious impact on bank liquidity. There is no link between size of the bank and its vulnerability to liquidity shocks. The aim of this paper is to measure the liquidity risk sensitivity of Polish commercial banks and to find out the most severe scenario and the most vulnerable banks. We used three different scenarios which should generate a liquidity outflow: run on a bank, confidence crisis on the interbank market and use of committed loans by counterparties. We have found that the most severe scenario for Polish banking sector is run on a bank. A use of committed loans by counterparties would not be a problem for any bank during the whole analyzed period. The confidence crisis on the interbank market would not have any serious impact on bank liquidity. There is no link between size of the bank and its vulnerability to liquidity shocks. (en)
Title	Liquidity risk sensitivity of Polish commercial banks Liquidity risk sensitivity of Polish commercial banks (en)
skos:prefLabel	Liquidity risk sensitivity of Polish commercial banks Liquidity risk sensitivity of Polish commercial banks (en)
skos:notation	RIV/47813059:19520/13:#0002175!RIV14-GA0-19520___
http://linked.open...avai/predkladatel	Obchodně podnikatelská fakulta v Karviné
http://linked.open...avai/riv/aktivita	P
http://linked.open...avai/riv/aktivity	P(GPP403/11/P243)
http://linked.open...vai/riv/dodaniDat	2014
http://linked.open...aciTvurceVysledku	Vodová, Pavla
http://linked.open.../riv/druhVysledku	D - Článek ve sborníku
http://linked.open...iv/duvernostUdaju	S - Úplné a pravdivé údaje nepodléhající ochraně podle zvláštních právních předpisů
http://linked.open...titaPredkladatele	Slezská univerzita v Opavě / Obchodně podnikatelská fakulta v Karviné
http://linked.open...dnocenehoVysledku	85075
http://linked.open...ai/riv/idVysledku	RIV/47813059:19520/13:#0002175
http://linked.open...riv/jazykVysledku	eng - angličtina
http://linked.open.../riv/klicovaSlova	liquidity risk; scenario analysis; Polish commercial banks (en)
http://linked.open.../riv/klicoveSlovo	liquidity risk scenario analysis Polish commercial banks
http://linked.open...ontrolniKodProRIV	[5F2C0508B181]
http://linked.open...v/mistoKonaniAkce	Zlín
http://linked.open...i/riv/mistoVydani	Zlín
http://linked.open...i/riv/nazevZdroje	Finance and the Performance of Firms in Science, Education, and Practice. Proceedings of the 6th International Scientific Conference
http://linked.open...in/vavai/riv/obor	AH
http://linked.open...ichTvurcuVysledku	1 (xsd:int)
http://linked.open...cetTvurcuVysledku	1 (xsd:int)
http://linked.open...vavai/riv/projekt	Liquidity risk of commercial banks in the Visegrad countries
http://linked.open...UplatneniVysledku	2013
http://linked.open...iv/tvurceVysledku	VODOVÁ, Pavla
http://linked.open...vavai/riv/typAkce	EUR - Evropská
http://linked.open.../riv/zahajeniAkce	2013-04-25 (xsd:date)
number of pages	15 (xsd:int)
http://purl.org/ne...btex#hasPublisher	Univerzita Tomáše Bati ve Zlíně
https://schema.org/isbn	978-80-7454-246-6
http://localhost/t...ganizacniJednotka	19520

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