Liability Risk Management of Central European Banks Under New Regulatory Requirements

Hana Džmuráňová (), Martina Hejdová () and Petr Teply
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Hana Džmuráňová: Charles University, Faculty of Social Sciences, Institute of Economic Studies
Martina Hejdová: University of Economics, Faculty of Finance and Accounting, Department of Banking and Insurance

A chapter in The Impact of Globalization on International Finance and Accounting, 2018, pp 107-116 from Springer

Abstract: Abstract 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 analysed 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 analysed banks because of their liabilities’ structure.

Keywords: Demand deposits; Term deposits; Liquidity risk; Interest rate risk (search for similar items in EconPapers)
Date: 2018
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Persistent link: https://EconPapers.repec.org/RePEc:spr:prbchp:978-3-319-68762-9_12

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DOI: 10.1007/978-3-319-68762-9_12

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