To Lend or to Borrow on the Interbank Market: What Matters for Commercial Banks in the Visegrad Countries

Vodová, Pavla

doi:10.18267/j.pep.529

Cited by 3 publications

(2 citation statements)

References 21 publications

Supporting

Mentioning

Contrasting

Order By: Relevance

“…Again, in some countries, the effect of the interest rate on bank liquidity is positive (e.g., Agénor et al, 2000;Bunda & Desquilbet, 2008;Dinger, 2009;Fielding & Shortland, 2005;Lucchetta, 2007;Moore, 2010;Munteanu, 2012;Vodová, 2013;, while in other countries or periods, the interest rate adversely affects bank liquidity (see Aspachs et al, 2005;Bunda & Desquilbet, 2008;Grant, 2012;Lucchetta, 2007;Moore, 2010;Munteanu, 2012;Rauch et al, 2010;or Vodová, 2013 and. The same, e.g., mixed results, can also be observed for the interest margin -a negative impact in Aspachs et al (2005) or Grant (2012); while a positive link is reported by Vodová (2015). A positive relationship between interest rates and bank liquidity is connected with the problem of credit rationing, while a negative link indicates that if lending activity is more profi table, banks will hold a smaller buffer of liquid assets and prefer to provide loans.…”

Section: XXsupporting

confidence: 52%

Factors affecting sensitivity of commercial banks to bank run in the Visegrad Countries

Vodová¹,

Stavárek²

2017

E+M

View full text Add to dashboard Cite

Section: XXsupporting

confidence: 52%

Factors affecting sensitivity of commercial banks to bank run in the Visegrad Countries

Vodová¹,

Stavárek²

2017

E+M

View full text Add to dashboard Cite

“…On the other hand, the study conducted by Vodová (2013a) on Visegrad countries found a positive link between liquidity and GDP growth (lagged by one year). She argued that businesses need time to accumulate profits and savings before they will reduce their proportion of external financing which would result in higher bank liquidity.…”

Section: Macroeconomic Factors 221 Gross Domestic Products (Gdp)mentioning

confidence: 91%

Determinants of banks liquidity: evidence from OIC countries

Al-Harbi¹

2017

JEAS

View full text Add to dashboard Cite

Purpose Specifically, the purpose of this paper is to identify the key factors affecting banks’ liquidity in developing/less-developing countries. Design/methodology/approach In this paper, the author uses the ordinary least-square fixed effect model on an unbalanced panel data set of all conventional banks (686 banks) operating in the organization of Islamic cooperation countries over the period 1989-2008. Findings The estimation results show that all the determinants have statistically significant relationship with liquidity (except for concentration) but with different signs. On the one hand, capital ratio, foreign ownership, credit risk, inflation rate, monetary policy and deposit insurance negatively affected banks’ liquidity, while on the other hand, efficiency, size, off-balance sheet activities, market capitalization and concentration have a positive link with banks’ liquidity. Originality/value According to the best of author’s knowledge, this is the first empirical study to investigate the determinants of banks liquidity in developing/less-developing countries using a large sample of banks (686 banks) and for long period (19 years).

show abstract

Effects of Affiliation With the Financial Conglomerate on Bank Liquidity and Solvency in the Visegrad Countries

Vodová¹

2018

AAK

View full text Add to dashboard Cite

The aim of this paper is to evaluate the liquidity and solvency of commercial banks in the Visegrad countries during the 2000-2016 period and to determine whether banks that belong to a financial conglomerate are more or less liquid and solvent than other banks in the sector. We used four liquidity ratios and one solvency ratio and compared the value of these ratios of banks with the median values in each banking sector. We will focus on banks from five financial conglomerates: Erste Group, KBC Group, Raiffeisen Bank International AG, Société Générale Group and UniCredit Group. All banks that belong to a financial conglomerate in Hungary are more solvent and mostly more liquid than other banks in the Hungarian banking sector. Banks from all analyzed groups held a higher buffer of liquid assets and mostly focus less on providing loans to non-bank customers. As the other results are mixed (for individual financial groups, individual countries, individual financial ratios), we cannot confirm that banks in a financial conglomerate are more or less liquid and solvent than other banks in the banking sector.

show abstract

To Lend or to Borrow on the Interbank Market: What Matters for Commercial Banks in the Visegrad Countries

Cited by 3 publications

References 21 publications

Factors affecting sensitivity of commercial banks to bank run in the Visegrad Countries

Factors affecting sensitivity of commercial banks to bank run in the Visegrad Countries

Determinants of banks liquidity: evidence from OIC countries

Effects of Affiliation With the Financial Conglomerate on Bank Liquidity and Solvency in the Visegrad Countries

Contact Info

Product

Resources

About