Determinants of commercial banks' liquidity in the czech republic

Pavla Klepková Vodová

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Banking stability, regulation, efficiency Monetary Policy and Economic Impact Banking Sector Performance and Management

Abstract

This paper aims to identify determinants of liquidity of commercial banks in the Czech Republic. We consider bank specific and macroeconomic data over the period from 2001 to 2009 and analyze them with panel data regression analysis. We have found that bank liquidity is positively related to capital adequacy, interest rates on loans, share of non-performing loans and interest rate on interbank transaction and negatively related to inflation rate, business cycle and financial crisis. The influence of banks size is ambiguous.

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References

2009Deciphering the Liquidity and Credit Crunch 2007–2008 2002Risk Management in Banking 2008The bank liquidity smile across exchange rate regimes 2005Political Violence and Excess Liquidity in Egypt 2008Market liquidity and banking liquidity: linkages, vulnerabilities and the role of disclosure 2009LIQUIDITY SCENARIO ANALYSIS IN THE LUXEMBOURG BANKING SECTOR 2010Stages of the 2007/2008 Global Financial Crisis is There a Wandering Asset-Price Bubble?

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