Estimating the level of unstable bank deposits
AbstractLiquidity risk is crucial in the business of each financial institution. Precise estimation of the required liquidity buffer (high liquid assets level) enables efficient costs management. The paper presents the concept of estimating the unstable term deposits level to the assessment of possible net liquidity outflows. The concept considersspecifically each financial institution‘s risk of outflow of that part of customers who are more sensitive to the level of interest rates and easier withdraw their deposits.
|Book||Jedlička Pavel (eds.): Hradec Economic Days. Double-blind peer-reviewed proceedings part V.of the international scientific conference Hradec Economic Days 2014, Hradec Economic Days, vol. 4, no. 2, 2014, University of Hradec Králové, ISBN 978-80-7435-370-3, 470 p.|
|Keywords in English||bank; deposits; liquidity; LCR ratio; risk management|
|Score|| = 10.0, 12-02-2020, BookChapterSeriesAndMatConfByIndicator|
= 15.0, 12-02-2020, BookChapterSeriesAndMatConfByIndicator
* presented citation count is obtained through Internet information analysis and it is close to the number calculated by the Publish or Perish system.