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Analysis of Determinants of Liquidity Risk in Polish Banking Sector

In: Contemporary Trends and Challenges in Finance

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  • Agnieszka Wójcik-Mazur

    (Faculty Management)

Abstract

The purpose of this paper is to identify dependences between bank liquidity risk and selected group of internal determinants including levels of credit risk, capital ratio and profitability. The dependence study employed the estimation of correlation coefficient within two groups of banks forming the Polish banking sector, including commercial and cooperative banks. The research revealed the existence of correlation (statistically significant) between financial liquidity level and internal determinants across two groups of banks. However, there were various directions of correlation between liquidity risk and capital ratio evidenced for those two groups of Polish banks. The cooperative banking sector was diagnosed with the existence of strong positive dependence between liquidity and capital ratio, which may suggest the focus in those banks on increasing financial safety regardless the stage of economic cycle as well as on increasing the lending capacity of non-financial sector.

Suggested Citation

  • Agnieszka Wójcik-Mazur, 2019. "Analysis of Determinants of Liquidity Risk in Polish Banking Sector," Springer Proceedings in Business and Economics, in: Krzysztof Jajuga & Hermann Locarek-Junge & Lucjan T. Orłowski & Karsten Staehr (ed.), Contemporary Trends and Challenges in Finance, pages 39-47, Springer.
    • Handle: RePEc:spr:prbchp:978-3-030-15581-0_4
    DOI: 10.1007/978-3-030-15581-0_4
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