Liquidity management of commercial banks operating in Poland
| Thesis title: | Liquidity management of commercial banks operating in Poland |
|---|---|
| Author: | Majkútová, Natalia |
| Thesis type: | Diploma thesis |
| Supervisor: | Brůna, Karel |
| Opponents: | Maršíková, Kateřina |
| Thesis language: | English |
| Abstract: | This Thesis evaluated the level of liquidity risk and the tools used to minimize such risk in Polish commercial banks. The evaluation of the liquidity of banks in Poland consists of three parts. Firstly, the changes in funding gap, which is a measure of funding liquidity risk, in the period from 2003 to 2018 of commercial Polish banks was assessed. The main finding of this analysis was that the funding liquidity risk was significantly lower before the Global Financial Crisis than during any years since the crisis. Secondly, analysis of the liquidity ratios level since 2008 until 2018 was presented. The last part of the analysis demonstrated the analysis of linear regression of certain macroeconomic factors (unemployment, and inflation) and funding gap |
| Keywords: | Funding Gap; Liquidity Risk Management; Risk in Banking Sector |
| Thesis title: | Liquidity management of commercial banks operating in Poland |
|---|---|
| Author: | Majkútová, Natalia |
| Thesis type: | Diplomová práce |
| Supervisor: | Brůna, Karel |
| Opponents: | Maršíková, Kateřina |
| Thesis language: | English |
| Abstract: | This Thesis evaluated the level of liquidity risk and the tools used to minimize such risk in Polish commercial banks. The evaluation of the liquidity of banks in Poland consists of three parts. Firstly, the changes in funding gap, which is a measure of funding liquidity risk, in the period from 2003 to 2018 of commercial Polish banks was assessed. The main finding of this analysis was that the funding liquidity risk was significantly lower before the Global Financial Crisis than during any years since the crisis. Secondly, analysis of the liquidity ratios level since 2008 until 2018 was presented. The last part of the analysis demonstrated the analysis of linear regression of certain macroeconomic factors (unemployment, and inflation) and funding gap |
| Keywords: | Liquidity Risk Management; Risk in Banking Sector; Funding Gap analysis |
Information about study
| Study programme: | Finance and Accounting |
|---|---|
| Type of study programme: | Magisterský studijní program |
| Assigned degree: | Ing. |
| Institutions assigning academic degree: | Vysoká škola ekonomická v Praze |
| Faculty: | Faculty of Finance and Accounting |
| Department: | Department of Monetary Theory and Policy |
Information on submission and defense
| Date of assignment: | 20. 11. 2018 |
|---|---|
| Date of submission: | 13. 5. 2019 |
| Date of defense: | 11. 6. 2019 |
| Identifier in the InSIS system: | https://insis.vse.cz/zp/67797/podrobnosti |