Detail publikace

Liability Risk Management of Central European banks Under New Regulatory Requirements

Autor: Mgr. Hana Džmuráňová , Hejdová, Martina
prof. PhDr. Petr Teplý Ph.D., Hejdová, Martina
Typ: Články ve sborníku
Rok: 2018
Číslo: 1
ISSN / ISBN: 2198-7246/978-3-319-68761-2
Publikováno v: The Impact of Globalization on International Finance and Accounting
Místo vydání:
Klíčová slova: Demand deposits; term deposits; liquidity risk; interest rate risk
JEL kódy:
Granty: GAUK 165215: Risk management of demand deposits
Abstrakt: This paper describes liability risk management of Central European banks located in the Czech Republic, Slovakia, Poland, Austria and Hungary. We find that liabilities of the analyzed banks have similar features and report similar exposure to both liquidity and interest rate risks. Additionally, we discuss the share of demand and term deposits on bank funding and its implications for liquidity and interest rate risk in relation to new regulatory requirements set by the Basel Committee for Banking Supervision. We conclude, that these requirements might be challenging for the analyzed banks because of their liabilities´ structure.




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