Řízení likvidity bank a finančních institucí

The mail goal of this diploma thesis is to assess the impact of liquidity coverage ratio on Czech banking sector and examine if net stable funding ratio has a negative effect on Czech bank’s key functions. Although both liquidity ratios implemented within Basel III framework are designed to regulate short – term and long – term liquidity, they have some advantages and disadvantages. An important part of this thesis is to evaluate the impact at both aggregate level and at the level of individual banks, which are divided into 3 groups based on total balance sheet value. The impact of the new regulation is assessed using profitability ratios, other liquidity and capital ratios, and using granted loan amounts monitoring. The impact on a bank’s key functions is evaluated based on efficiency ratio. As a result of conducted analysis this work shows that the new liquidity regulation did not have a major effect on profits, costs nor on Czech banks lending volume. Negative relationship between capital increase and liquidity creation has not been demonstrated. Czech banking sector shows strong liquidity and the implementation of net stable funding ratio is not an obstacle for profitability and lending volume growth.