Liquidity Risk of Banks in the Visegrad Countries PDF Download
Are you looking for read ebook online? Search for your book and save it on your Kindle device, PC, phones or tablets. Download Liquidity Risk of Banks in the Visegrad Countries PDF full book. Access full book title Liquidity Risk of Banks in the Visegrad Countries by Pavla Vodová. Download full books in PDF and EPUB format.
Author: Pavla Vodová
Publisher: LAP Lambert Academic Publishing
ISBN: 9783659493607
Category :
Languages : en
Pages : 224
Get Book Here
Book Description
This monograph focuses on the liquidity risk of commercial banks in the Visegrad countries in the period from 2000 to 2011. This risk is comprehensively evaluated with several different methods: six liquidity ratios, panel data regression analysis with fixed effects, probit model and scenario analysis. The liquidity position, net position on the interbank market and strategy of liquidity risk management differ significantly in individual Visegrad countries. The capital adequacy is the most important determinant of bank liquidity. However, some other factors such as size of the bank, credit portfolio quality or macroeconomic development are significant as well. All three tested stress scenarios would have a negative influence on bank liquidity. A run on the bank would have most serious impact on the bank liquidity in all Visegrad countries. The use of committed loans is the second most severe scenario for Czech and Slovak banks and a crisis confidence in the interbank market for Hungarian and Polish banks.
Author: Pavla Vodová
Publisher: LAP Lambert Academic Publishing
ISBN: 9783659493607
Category :
Languages : en
Pages : 224
Get Book Here
Book Description
This monograph focuses on the liquidity risk of commercial banks in the Visegrad countries in the period from 2000 to 2011. This risk is comprehensively evaluated with several different methods: six liquidity ratios, panel data regression analysis with fixed effects, probit model and scenario analysis. The liquidity position, net position on the interbank market and strategy of liquidity risk management differ significantly in individual Visegrad countries. The capital adequacy is the most important determinant of bank liquidity. However, some other factors such as size of the bank, credit portfolio quality or macroeconomic development are significant as well. All three tested stress scenarios would have a negative influence on bank liquidity. A run on the bank would have most serious impact on the bank liquidity in all Visegrad countries. The use of committed loans is the second most severe scenario for Czech and Slovak banks and a crisis confidence in the interbank market for Hungarian and Polish banks.
Author: Pavla Klepková Vodová
Publisher: Cambridge University Press
ISBN: 1009090259
Category : Business & Economics
Languages : en
Pages : 130
Get Book Here
Book Description
This Element focuses on the specific role of financial conglomerates in managing banking and financial stability. The Element aims to estimate financial stability in CEE using the constructed aggregate financial stability index, to incorporate the financial stability of the parent company into the index, and to assess the effect of the parent company on the financial stability of commercial banks and national financial sectors.
Author: Management Association, Information Resources
Publisher: IGI Global
ISBN: 1466662697
Category : Business & Economics
Languages : en
Pages : 1626
Get Book Here
Book Description
With the global economy still in recovery, it is more important than ever for individuals and organizations to be aware of their money and its potential for both depreciation and growth. Banking, Finance, and Accounting: Concepts, Methodologies, Tools, and Applications investigates recent advances and undertakings in the financial industry to better equip all members of the world economy with the tools and insights needed to weather any shift in the economic climate. With chapters on topics ranging from investment portfolios to credit unions, this multi-volume reference source will serve as a crucial resource for managers, investors, brokers, and all others within the banking industry.
Author: Leonard M Matz
Publisher:
ISBN:
Category : Asset-liability management
Languages : en
Pages : 0
Get Book Here
Book Description
Author: Gerard Caprio
Publisher: World Bank Publications
ISBN: 9780821342022
Category : Business & Economics
Languages : en
Pages : 396
Get Book Here
Book Description
Trata de como prevenir a crise nos bancos, estudando vários casos de bancos que quebraram no mundo.
Author: Edward C. Prescott
Publisher: U of Minnesota Press
ISBN: 1452908532
Category : Business & Economics
Languages : en
Pages : 173
Get Book Here
Book Description
Author: Ronald MacDonald
Publisher: Springer Science & Business Media
ISBN: 9780792379676
Category : Business & Economics
Languages : en
Pages : 300
Get Book Here
Book Description
There are many issues to be resolved before the Visegrad countries are admitted into the EU, and this volume focuses on the issues relating to macroeconomic policies and financial sector structures. The chapters of Central Europe Towards Monetary Union: Macroeconomic Underpinnings and Financial Reputation contain new theoretical and empirical results and also comprehensive institutional overviews.
Author: Annelise Riles
Publisher: Cornell University Press
ISBN: 1501732730
Category : Political Science
Languages : en
Pages : 99
Get Book Here
Book Description
Government bailouts; negative interest rates and markets that do not behave as economic models tell us they should; new populist and nationalist movements that target central banks and central bankers as a source of popular malaise; new regional organizations and geopolitical alignments laying claim to authority over the global economy; households, consumers, and workers facing increasingly intolerable levels of inequality: These dramatic conditions seem to cry out for new ways of understanding the purposes, roles, and challenges of central banks and financial governance more generally. Financial Citizenship reveals that the conflicts about who gets to decide how central banks do all these things, and about whether central banks are acting in everyone’s interest when they do them, are in large part the product of a culture clash between experts and the various global publics that have a stake in what central banks do. Experts—central bankers, regulators, market insiders, and their academic supporters—are a special community, a cultural group apart from many of the communities that make up the public at large. When the gulf between the culture of those who govern and the cultures of the governed becomes unmanageable, the result is a legitimacy crisis. This book is a call to action for all of us—experts and publics alike—to address this legitimacy crisis head on, for our economies and our democracies.
Author: Peter Brusov
Publisher: Springer Nature
ISBN: 3031279298
Category : Business & Economics
Languages : en
Pages : 786
Get Book Here
Book Description
The book introduces and discusses the modern theory of the cost of capital and capital structure - the BFO theory (Brusov-Filatova-Orekhova theory), which is valid for companies of arbitrary age and which replaced the theory of Nobel laureates Modigliani and Miller. The theory takes into account the conditions faced by companies operating in the real economy, such as revenue fluctuations; the arbitrary frequency of tax on profit payments (monthly, quarterly, semi-annual or annual payments), both for advance income tax payments and for payments at the end of the respective period; and the arbitrary frequency of interest on loans payments. The impact of these conditions on the company value, on the cost of raising capital, on the company's dividend policy and managerial decisions are discussed. The book subsequently develops new applications of the BFO theory in several areas such as corporate finance, corporate governance, investments, taxation, business valuations and ratings.
Author: Albertina Dias
Publisher: Springer
ISBN: 3319671014
Category : Science
Languages : en
Pages : 333
Get Book Here
Book Description
This book gathers a diverse range of novel research on modeling innovation policies for sustainable economic development, based on a selection of papers from a conference on modeling innovation systems and technologies (MIST). It aims at encouraging interdisciplinary and comparative approaches, bringing together researchers and professionals interested in sustainable economic, technological development and open innovation, as well as their dissemination and practical application. The respective contributions explore a variety of topics and cases, including regional innovation policy, the effects of open innovation on firms, innovation and sustainability in tourism, and the use of information and communication technologies. All chapters share a strong focus on new research and innovation methodologies, in keeping with the Experimentation and Application Research (EAR) and Open Innovation 2.0 principles.
