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Liquidity and liquidity cost vs. bank profitability. A model analysis attempt

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  • Bogusław Guzik

Abstract

W artykule omówiono relacje zachodzące między płynnością i kosztem płynności a rentownością bazową i rentownością empiryczną. Próbowano wyjaśnić częsty empiryczny paradoks, gdy wzrostowi płynności towarzyszy wzrost rentowności. Zaproponowano wykorzystanie modelu rentowności banku, będącego kontaktacją dwóch submodeli: submodelu rentowności bazowej oraz submodelu kosztów płynności. Rozważania zilustrowano przykładem ekonometrycznego szacowania kosztów płynności oraz rentowności bazowej dla pewnego dużego polskiego banku giełdowego.

Suggested Citation

  • Bogusław Guzik, 2008. "Liquidity and liquidity cost vs. bank profitability. A model analysis attempt," Operations Research and Decisions, Wroclaw University of Science and Technology, Faculty of Management, vol. 18(2), pages 37-54.
    • Handle: RePEc:wut:journl:v:2:y:2008:p:37-54
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    References listed on IDEAS

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