Interakce kapitálové a likviditní regulace v bankovním sektoru

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dc.contributor.authorPfeifer, Lukáš
dc.contributor.authorHolub, Libor
dc.contributor.authorPikhart, Zdeněk
dc.contributor.authorHodula, Martin
dc.date.accessioned2017-11-10T07:55:34Z
dc.date.available2017-11-10T07:55:34Z
dc.date.issued2017
dc.description.abstract-enBasel III responded to the financial crisis among other by redefining and expanding the capital requirements and by introduction of the liquidity requirements in the banking sector. Since banks' liquidity and capital positions influence each other through assets structure channel, asset quality channel and profitability channel, there exists a significant relationship among capital and liquidity regulatory tools. A bank can improve its capital and liquidity ratios by lowering risk-weighted assets (assets structure channel), but with the negative impact on the interest profit (profitability channel). We therefore aim to test the functionality of these two channels in relation to capital and liquidity positions in the Czech banking sector. We document the effect of the assets structure channel in case of liquidity and capital positions and effect of the profitability channel for the large banks. However, low profitability and introduction of a leverage ratio can limit the effect of assets structure channel on banks' capital positions.cs
dc.description.firstpage525cs
dc.description.issue5cs
dc.description.lastpage545cs
dc.description.sourceWeb of Sciencecs
dc.description.volume65cs
dc.format.extent442796 bytes
dc.format.mimetypeapplication/pdf
dc.identifier.citationPolitická ekonomie. 2017, roč. 65, č. 5, p. 525-545.cs
dc.identifier.doi10.18267/j.polek.1160
dc.identifier.issn0032-3233
dc.identifier.issn2336-8225
dc.identifier.urihttp://hdl.handle.net/10084/121387
dc.identifier.wos000413644400001
dc.language.isocscs
dc.publisherVysoká škola ekonomická v Prazecs
dc.relation.ispartofseriesPolitická ekonomiecs
dc.relation.urihttps://doi.org/10.18267/j.polek.1160cs
dc.rightsCreative Commons Attribution-NonCommercial-NoDerivatives 4.0 International License
dc.rights.accessopenAccesscs
dc.rights.urihttp://creativecommons.org/licenses/by-nc-nd/4.0/
dc.subjectcapital and liquidity regulationcs
dc.subjectinteractioncs
dc.subjectbanking sectorcs
dc.subjectVARcs
dc.titleInterakce kapitálové a likviditní regulace v bankovním sektorucs
dc.title.alternativeInteraction of capital and liquidity regulation in the banking sectorcs
dc.typearticlecs
dc.type.statusPeer-reviewedcs
dc.type.versionpublishedVersioncs

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