Liquidity management of commercial banks operating in Poland

Natalia Majkútová

Diplomová práce

Anotace:

This Thesis evaluated the level of liquidity risk and the tools used to minimize such risk in Polish commercial banks. The evaluation of the liquidity of banks in Poland consists of three parts. Firstly, the changes in funding gap, which is a measure of funding liquidity risk, in the period from 2003 to 2018 of commercial Polish banks was assessed. The main finding of this analysis was that the funding liquidity risk was significantly lower before the Global Financial Crisis than during any years since the crisis. Secondly, analysis of the liquidity ratios level since 2008 until 2018 was presented. The last part of the analysis demonstrated the analysis of linear regression of certain macroeconomic factors (unemployment, and inflation) and funding gap

Abstract:

This Thesis evaluated the level of liquidity risk and the tools used to minimize such risk in Polish commercial banks. The evaluation of the liquidity of banks in Poland consists of three parts. Firstly, the changes in funding gap, which is a measure of funding liquidity risk, in the period from 2003 to 2018 of commercial Polish banks was assessed. The main finding of this analysis was that the funding liquidity risk was significantly lower before the Global Financial Crisis than during any years since the crisis. Secondly, analysis of the liquidity ratios level since 2008 until 2018 was presented. The last part of the analysis demonstrated the analysis of linear regression of certain macroeconomic factors (unemployment, and inflation) and funding gap

Klíčová slova

Liquidity Risk Management, Risk in Banking Sector, Funding Gap analysis

Keywords

Funding Gap, Liquidity Risk Management, Risk in Banking Sector

Jazyk práce: angličtina

Datum vytvoření / odevzdání či podání práce: 20. 11. 2018

Obhajoba závěrečné práce

• Obhajoba proběhla 11. 6. 2019
• Vedoucí: Karel Brůna
• Oponent: Kateřina Maršíková

Vysoká škola ekonomická v Praze

Magisterský studijní program:
Finance and Accounting