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Liability Risk Management of Central European Banks Under New Regulatory Requirements

In: The Impact of Globalization on International Finance and Accounting

Author

Listed:
  • Hana Džmuráňová

    (Charles University, Faculty of Social Sciences, Institute of Economic Studies)

  • Martina Hejdová

    (University of Economics, Faculty of Finance and Accounting, Department of Banking and Insurance)

  • Petr Teplý

    (University of Economics, Faculty of Finance and Accounting, Department of Banking and Insurance)

Abstract

This paper describes liability risk management of Central European banks located in the Czech Republic, Slovakia, Poland, Austria and Hungary. We find that liabilities of the analysed banks have similar features and report similar exposure to both liquidity and interest rate risks. Additionally, we discuss the share of demand and term deposits on bank funding and its implications for liquidity and interest rate risk in relation to new regulatory requirements set by the Basel Committee for Banking Supervision. We conclude that these requirements might be challenging for the analysed banks because of their liabilities’ structure.

Suggested Citation

  • Hana Džmuráňová & Martina Hejdová & Petr Teplý, 2018. "Liability Risk Management of Central European Banks Under New Regulatory Requirements," Springer Proceedings in Business and Economics, in: David Procházka (ed.), The Impact of Globalization on International Finance and Accounting, pages 107-116, Springer.
    • Handle: RePEc:spr:prbchp:978-3-319-68762-9_12
    DOI: 10.1007/978-3-319-68762-9_12
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