About: Liquidity risk sensitivity of Slovak 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 Slovak commercial banks and to find out the most severe scenario and the most vulnerable banks. We used three different scenarios: run on a bank, confidence crisis on the interbank market and use of committed loans by counterparties. All these situations generated liquidity outflow. We have found that the most severe scenario for Slovak banking sector is run on a bank. The impact is also influenced by the overall macroeconomic situation - during periods of financial distress, it is very difficult to finance massive and unexpected deposit withdrawals. As large and medium sized banks rely on the interbank market or on a liquidity assistance of the Lender of Last Resort and hold only minimum level of liquid assets, they are most vulnerable to liquidity shocks, mainly to massive deposit withdrawals. The aim of this paper is to measure the liquidity risk sensitivity of Slovak commercial banks and to find out the most severe scenario and the most vulnerable banks. We used three different scenarios: run on a bank, confidence crisis on the interbank market and use of committed loans by counterparties. All these situations generated liquidity outflow. We have found that the most severe scenario for Slovak banking sector is run on a bank. The impact is also influenced by the overall macroeconomic situation - during periods of financial distress, it is very difficult to finance massive and unexpected deposit withdrawals. As large and medium sized banks rely on the interbank market or on a liquidity assistance of the Lender of Last Resort and hold only minimum level of liquid assets, they are most vulnerable to liquidity shocks, mainly to massive deposit withdrawals. (en)
Title	Liquidity risk sensitivity of Slovak commercial banks Liquidity risk sensitivity of Slovak commercial banks (en)
skos:prefLabel	Liquidity risk sensitivity of Slovak commercial banks Liquidity risk sensitivity of Slovak commercial banks (en)
skos:notation	RIV/47813059:19520/13:#0002176!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	85076
http://linked.open...ai/riv/idVysledku	RIV/47813059:19520/13:#0002176
http://linked.open...riv/jazykVysledku	eng - angličtina
http://linked.open.../riv/klicovaSlova	liquidity risk; scenario analysis; slovak commercial banks (en)
http://linked.open.../riv/klicoveSlovo	slovak commercial banks liquidity risk scenario analysis
http://linked.open...ontrolniKodProRIV	[06FF311CB3E1]
http://linked.open...v/mistoKonaniAkce	Bali
http://linked.open...i/riv/mistoVydani	New Taipei City
http://linked.open...i/riv/nazevZdroje	BAI 2013. International Conference on Business and Information
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	WRD - Světová
http://linked.open.../riv/zahajeniAkce	2013-07-07 (xsd:date)
issn	1729-9322
number of pages	16 (xsd:int)
http://purl.org/ne...btex#hasPublisher	ATISR
http://localhost/t...ganizacniJednotka	19520

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