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DETERMINANTS OF COMMERCIAL BANK LIQUIDITY IN HUNGARY

100%
Vodová P.
Finansowy Kwartalnik Internetowy e-Finanse
|
2013
|
vol. 9
|
issue 3
64-71
EN
This paper aims to identify determinants of liquidity among Hungarian commercial banks. The data cover the period from 2001 to 2010. Results of panel data regression analysis show that bank liquidity is positively related to capital adequacy of banks, interest rate on loans and bank profitability and negatively related to the size of the bank, interest margin, monetary policy interest rate and the interest rate on interbank transactions. The relation between the growth rate of GDP and bank liquidity is ambiguous.
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Międzynarodowe normy płynności jako uzupełniające miary bezpieczeństwa banku oraz sektora bankowego

75%
Chaikovska I.
Finanse i Prawo Finansowe
|
2022
|
vol. 4
|
issue 36
7-22
PL
The purpose of the article is to assess the security of Polish listed banks and the entire banking sector in terms of their liquidity. This article characterizes the liquidity of the Polish banking sector and Polish listed banks in the years 2009–2019. Methodology. The analysis was based on post-crisis LCR and NSFR liquidity ratios. The calculations used the financial data provided by the Bank Focus database, the Polish Financial Supervision Authority and consolidated financial statements of Polish listed banks. To achieve the set objective were used methods of comparing documents and legal acts (especially in the part of the article concerning the characteristics of the international standards of liquidity) and the methods of descriptive statistics (in the empirical part of the article). Results of the research. The above analysis is the basis for the verification of the hypothesis that international liquidity standards increase the level of security of Polish listed banks and the entire banking sector.
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