Liability risk management of Central European banks under new regulatory requirements

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...

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Veröffentlicht in:	Annual Conference on Finance and Accounting (18. : 2017 : Prag) The impact of globalization on international finance and accounting
1. Verfasser:	Džmuráňová, Hana (VerfasserIn)
Weitere Verfasser:	Hejdová, Martina (VerfasserIn), Teplý, Petr (VerfasserIn)
Format:	UnknownFormat
Sprache:	eng
Veröffentlicht:	2018
Schlagworte:	Demand deposits > Interest rate risk > Liquidity risk > Term deposits > Aufsatz im Buch > Kongressbeitrag
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Zusammenfassung:	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.
ISBN:	9783319886558 9783319687612 3319687611