The following information was submitted:
Transactions: INTERNATIONAL JOURNAL of MATHEMATICAL MODELS AND METHODS IN APPLIED SCIENCES
Transactions ID Number: 20-855
Full Name: Pavla Vodová
Position: Assistant Professor
Age: ON
Sex: Female
Address: Silesian University, School of Business Administration, Department of Finance, Univerzitní nám. 1934/3, 733 40 Karviná
Country: CZECH REPUBLIC
Tel: +420 596 398 406
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Fax:
E-mail address: vodova@opf.slu.cz
Other E-mails: vodova.pavla@seznam.cz
Title of the Paper: Liquidity of Czech commercial banks and its determinants
Authors as they appear in the Paper: Pavla Vodová
Email addresses of all the authors: vodova@opf.slu.cz
Number of paper pages: 8
Abstract: As liquidity problems of some banks during global financial crisis re-emphasised, liquidity is very important for functioning of financial markets and the banking sector. The aim of this paper is therefore to identify determinants of liquidity of Czech commercial banks. The data cover the period from 2001 to 2009. The results of panel data regression analysis showed that there is a positive link between bank liquidity and capital adequacy, share of non-performing loans and interest rates on loans and on interbank transaction. We have found negative influence of inflation rate, business cycle and financial crisis on liquidity. According to our findings, the relation between size of banks and their liquidity is ambiguous.
Keywords: Commercial banks, Czech banking sector, Determinants of liquidity, Liquidity ratios, Panel data regression analysis.
EXTENSION of the file: .pdf
Special (Invited) Session: Determinants of commercial banks' liquidity in the Czech Republic
Organizer of the Session: 510-136
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