Narrow search
Showing 1 - 3 of 3
Cover Image
Systemic Liquidity Shocks and Banking Sector Liquidity Characteristics on the Eve of Liquidity Coverage Ratio Application - The Case of the Czech Republic
Brůna, Karel; Blahová, Naďa - In: Journal of Central Banking Theory and Practice 5 (2016) 1, pp. 159-184
liquidity shock. A formal model analysis shows that the application of liquidity coverage ratio (LCR) based on Basel III will … lead to a significant adaptation of banks liquidity management. LCR causes a change in bank´s liquidity allocation and … demonstrated that the application of LCR underestimates actual liquidity position of a bank and leads to allocation ineffectiveness …
Persistent link: https://www.econbiz.de/10012217825
Cover Image
Systemic liquidity shocks and banking sector liquidity characteristics on the eve of liquidity coverage ratio application : the case of the Czech Republic
Brůna, Karel; Blahová, Naďa - In: Journal of central banking theory and practice 5 (2016) 1, pp. 159-164
Persistent link: https://www.econbiz.de/10011477423
Cover Image
Ekonomické a regulatorní podmínky řízení likvidity v bankovním sektoru ČR v kontextu aplikace poměru likvidního krytí
Blahová, Naďa; Brůna, Karel - In: Politická ekonomie : teorie, modelování, aplikace 63 (2015) 6, pp. 689-713
Persistent link: https://www.econbiz.de/10011386938