PL EN


2020 | vol. 64, nr 9 | 16-28
Article title

The mismatch between the maturity structure of bank assets and liabilities in Polish listed banks and the Polish banking sector: an empirical study

Content
Title variants
PL
Niedopasowanie struktury terminowej aktywów i pasywów w polskich bankach giełdowych oraz polskim sektorze bankowym: analiza empiryczna
Languages of publication
EN
Abstracts
EN
The purpose of the article is to identify the problem of the mismatch between the maturity structure of assets and liabilities of the Polish banking sector and Polish listed banks. The article analyzes the maturity balance sheet structure of the Polish banking sector in 2010 and 2019 and Polish listed banks in 2019. The results of this analysis indicate a significant mismatch in the maturity structure of assets and liabilities of Polish banks and the need for a significant reconstruction of the structure of liabilities in the direction of their extension. Furthermore, the results of the analysis identify the most and the least secure Polish listed banks in terms of mismatches in the maturity balance sheet structure, as well as banks with opposite trends in the maturity structure compared to the Polish banking sector.
PL
Celem artykułu jest identyfikacja problemu niedopasowania terminowej struktury zapadalności aktywów i wymagalności pasywów polskiego sektora bankowego oraz polskich banków giełdowych. Przeanalizowano terminową strukturę bilansową polskiego sektora bankowego w latach 2010 i 2019, jak również polskich banków giełdowych w 2019 roku. Wyniki tej analizy wskazują na znaczne niedopasowanie w strukturze terminowej aktywów i pasywów polskich banków oraz na konieczność istotnej przebudowy struktury pasywów w kierunku ich wydłużenia. Ponadto zostały zidentyfikowane najbardziej i najmniej bezpieczne polskie banki giełdowe pod względem niedopasowania terminowej struktury bilansowej. Opisano również banki, w których zachodzą odwrotne tendencje w strukturze terminowej w porównaniu ze strukturą polskiego sektora bankowego.
Contributors
References
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Document Type
Publication order reference
Identifiers
YADDA identifier
bwmeta1.element.desklight-8dc623bd-e21b-4a57-af1a-bdbf4214087d
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