Full-text resources of CEJSH and other databases are now available in the new Library of Science.
Visit https://bibliotekanauki.pl

Refine search results

Journals help

  1. 1 DANUBE: Law and Economics Review

Authors help

  1. 1 Klepková Vodová P.

Years help

  1. 1 2015

Results found: 1

first rewind previous Page / 1 next fast forward last

Search results

Search:
in the keywords:  Czech Commercial Banks
help Sort By:

help Limit search:
first rewind previous Page / 1 next fast forward last
1

Sensitivity of Czech Commercial Banks to a Run on Banks

100%
Klepková Vodová P.
DANUBE: Law and Economics Review
|
2015
|
vol. 6
|
issue 2
91-107
EN
The aim of this paper is to thoroughly evaluate the sensitivity of Czech commercial banks to a run on banks. Our sample includes a significant part of the Czech banking sector in the period 2006-2013. We use three liquidity ratios that we stress via a stress scenario simulating a run on banks accompanied by a 20% withdrawal rate of deposits.We measure the impact of the scenario by the relative changes of these ratios. The results show that, in spite of a decrease in liquidity, most Czech banks would be able to finance such a scenario. The financial crisis influenced bank sensitivity to a run, but with a significant time lag. The severity of the impact of the bank run increases with the size of the bank; large banks are the most vulnerable. The resilience of banks is also determined by their strategy for liquidity risk management.
first rewind previous Page / 1 next fast forward last
JavaScript is turned off in your web browser. Turn it on to take full advantage of this site, then refresh the page.