ANALÝZA UKAZOVATEĽA LOAN TO DEPOSIT V KRAJINÁCH VYŠEHRADSKEJ SKUPINY

• Authors: Kočišová Kristína

Title variants

EN

Analysis of the Loan to Deposit ratio in the Visegrad Group countries

• Languages of publication: SK

Abstracts

EN

The main aim of submitted paper was to analyse liquidity risk in the banking sectors in Visegrad group countries (V4) using data at the macro level from 2006 to present. We used regression to analyse the impact of banking sector specific factors and macroeconomic variables to the Loan to Deposit ratio (LTD). The results showed that the LTD of Slovak banking sector was positively related to size and specialisation of banking sector. In case of Czech Republic factor with negative impact was interest rate of central bank; and factors with positive impact were specialisation of banking sector, 3M PRIBOR and gross domestic product in log form. LTD ratio of Poland was negatively related to 3M WIBOR, unemployment rate and gross domestic product in log form; and positively related to size and specialisation of banking sector and interest rate of central bank. In Hungarian banking sector LTD was negatively related to 3M BUBOR and positively related to size and specialisation of banking sector, capital adequacy, interest rate of central bank and long term interest rate.

Keywords

EN

LOAN TO DEPOSIT; BANKING SECTOR; CZECH REPUBLIC; HUNGARY; POLAND; SLOVAKIA; VISEGRAD GROUP

• Publisher: Institute of Slovak and World Economics and Institute for Forecasting, Slovak Academy of Sciences
• Journal: Ekonomický časopis (Journal of Economics)
• Year: 2015
• Volume: 63
• Issue: 10
• Pages: 1053 – 1075

Contributors

author

Kočišová Kristína

• Technická univerzita v Košiciach, Ekonomická fakulta, Katedra bankovníctva a investovania, Nemcovej 32, 040 01 Košice, Slovak Republic