Estimating the level of unstable bank deposits

Przemysław Stodulny

Abstract

Liquidity 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.
Author Przemysław Stodulny (WIiGE / KBO)
Przemysław Stodulny,,
- Department of Operations Research
Pages 349-359
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 Englishbank; deposits; liquidity; LCR ratio; risk management
URL https://uni.uhk.cz/hed/site/assets/files/1049/proceedings_2014_5.pdf
Languageen angielski
Score (nominal)15
Score sourceconferenceIndex
ScoreMinisterial score = 10.0, 12-02-2020, BookChapterSeriesAndMatConfByIndicator
Ministerial score (2013-2016) = 15.0, 12-02-2020, BookChapterSeriesAndMatConfByIndicator
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