Acta academica karviniensia 2013, 13(1):180-188 | DOI: 10.25142/aak.2013.016

Determinanty likvidity komerčních bank v Maďarsku

Pavla Vodová
Slezská univerzita, Obchodně podnikatelská fakulta, Univerzitní nám. 1934/3,73340 Karviná, Email:vodova@opf.slu.cz

As liquidity problems of some banks during global financial crisis showed, liquidity is very important for functioning of financial markets and the banking sector. This paper therefore aims to identify determinants of liquidity of 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 interest rate on interbank transaction. The relation between the growth rate of gross domestic product and bank liquidity is ambiguous.

Klíčová slova: Hungarian commercial banks, liquidity ratio, liquidity risk, panel data regression analysis
JEL classification: C23, G01, G21

Vloženo: 13. únor 2013; Přijato: 13. březen 2013; Zveřejněno: 30. březen 2013  Zobrazit citaci

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Vodová P. Determinanty likvidity komerčních bank v Maďarsku. Acta academica karviniensia. 2013;13(1):180-188. doi: 10.25142/aak.2013.016.
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