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Czasopismo
2013 | 9 | nr 3 | 64--71
Tytuł artykułu

Determinants of Commercial Bank Liquidity in Hungary

Autorzy
Treść / Zawartość
Warianty tytułu
Języki publikacji
EN
Abstrakty
EN
This paper aims to identify determinants of Liquidity among Hungarian commercial banks. The data cover the period from 2001 to 2010. Results of panel data regression analysis show that bank Liquidity is positively related to capital adequacy of banks, interest rate on loans and bank profitability and negatively related to the size of the bank, interest margin, monetary policy interest rate and the interest rate on interbank transactions. The relation between the growth rate of CDP and bank liquidity is ambiguous. (original abstract)
Czasopismo
Rocznik
Tom
9
Numer
Strony
64--71
Opis fizyczny
Twórcy
autor
  • Silesian University, School of Business Administration
Bibliografia
  • Andries, A.M. (2009). A comparative analysis of performance and soundness indicators of the main Romanian banks. Scientific Annals of the "Alexandru Ioan Cuza" University of lasi: Economic Science Series, 56, 45-70.
  • Aspachs, O., Nier, E., Tiesset, M. (2005). Liquidity, Banking Regulation and the Macroeconomy. Evidence on bank liquidity holdings from a panel of UK-resident banks. Bank of England Working Paper.
  • Basie Committee on Banking Supervision (2008). Principles for Sound Liquidity Risk Management and Supervision. Basel: Bank for International Settlements.
  • Basie Committee on Banking Supervision (2009). International framework for liquidity risk measurement, standards and monitoring. Basel: Bank for International Settlements.
  • Bessis, J. (2009). Risk Management in Banking. Chichester: John Wiley & Sons Inc.
  • Bunda, I., Desquilbet, J.B. (2008). The Bank Liquidity Smile Across Exchange Rate Regimes. International Economic Journal, 22(3), 361-386.
  • Fielding, D., Shortland, A. (2005). Political Violence and Excess Liquidity in Egypt. Journal of Development Studies, 41(4), 542-557.
  • Ghosh, S. (2010). Credit Growth, Bank Soundness and Financial Fragility: Evidence from Indian Banking Sector. South Asia Economic Journal, 11(1), 69-98.
  • Jimenez, G., Ongena, S., Peydró, J., Saurina, J. (2010). Credit Supply: Identifying Balance-Sheet Channel with Loan Applications and Granted Loans. ECB Working Paper Series, 1179.
  • Lucchetta, M. (2007). What Do Data Say About Monetary Policy, Bank Liquidity and Bank Risk Taking? Economic Notes by Banca Monte dei Paschi di Siena SpA, 36(2), 189-203.
  • Maechler, A.M., Mitra, S., Worrell, D. (2007). Decomposing Financial Risks and Vulnerabilities in Eastern Europę. IMF Working Paper, 248.
  • Moore, W. (2010). How do financial crises affect commercial bank liquidity? Evidence from Latin America and the Caribbean. MPRA Paper, 21473.
  • Praet, R., Herzberg, V. (2008). Market liquidity and banking liquidity: linkages, vulnerabilities and the role of disclosure. Banque de France Financial stability Review, 95-109.
  • Rauch, C., Steffen, S., Hackethal, A., Tyrrel, M. (2010). Determinants of Bank Liquidity Creation. Retrieved from http://papers.ssrn.com/sol3/papers.cfm? abstract_ id=1343595.
  • Rychtarik, Ś. (2009). Liquidity Scenario Analysis in the Luxembourg Banking Sector. BCDL Working Paper, 41.
  • Tamirisa, N.T., Igan, D.O. (2008). Are Weak Banks Leading Credit Booms? Evidence from Emerging Europe. Comparative Economic Studies, 50(4), 599-619.
  • Teply, P. (2011). The Future Regulatory Challenges of Liquidity Risk Management. World Academy of Science, Engineering and Technology, 73, 945-949.
  • Valla, N., Saes- Escorbiac, B. (2008). Bank liquidity and financial stability. Banque de France Financial Stability Review, 89- 104.
  • Vodova, P. (2011). Liquidity of Czech Commercial Banks and its Determinants. International Journal of Mathematical Models and Methods in Applied Sciences, 5(6), 1060-1067.
  • Vodova, P. (2012). Liquidity of Slovak Commercial Banks and its Determinants. In Stavarek, D., Vodova, P. (Ed.), Proceedings of the 13th International Conference on Finance and Banking (pp. 487-494). Karvina, Silesian University.
Typ dokumentu
Bibliografia
Identyfikatory
Identyfikator YADDA
bwmeta1.element.ekon-element-000171262197

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