Publication at Central Library of Charles University, Faculty of Social Sciences |
2018
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.