Liquidity Forms and Bank Size

The article deals with relationship between bank liquidity and variables representing the size of banks – such a total assets, gross volume of loans and clients deposits. For higher complexity, multiple dependent variables are used. The values are calculated based on a specific method of liquidity r...

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Bibliographic Details
Main Author: Jana Laštůvková
Format: Article
Language:English
Published: Mendel University Press 2016-01-01
Series:Acta Universitatis Agriculturae et Silviculturae Mendelianae Brunensis
Subjects:
Online Access:https://acta.mendelu.cz/64/6/1999/
Description
Summary:The article deals with relationship between bank liquidity and variables representing the size of banks – such a total assets, gross volume of loans and clients deposits. For higher complexity, multiple dependent variables are used. The values are calculated based on a specific method of liquidity risk measurement – gross liquidity flows. To determine the possible relations the robust panel regression analysis together with the time series analysis are performed. The differences have been showed not just among different size groups but also among the same size groups in the different banking sectors.
ISSN:1211-8516
2464-8310