DETERMINANTS OF COMMERCIAL BANKS' LIQUIDITY IN HUNGARY
Copyright policy )DETERMINANTS OF COMMERCIAL BANKS' LIQUIDITY IN HUNGARY
This paper aims to identify determinants of liquidity among Hungarian commercial banks. The data cover the period from 2001 to 2010. Results of panel data regression analysis show that bank liquidity is positively related to capital adequacy of banks, interest rate on loans and bank profitability and negatively related to the size of the bank, interest margin, monetary policy interest rate and the interest rate on interbank transactions. The relation between the growth rate of GDP and bank liquidity is ambiguous.
- Silesian University in Opava Czech Republic
liquidity ratio, ddc:330, liquidity risk, liquidity ratio, panel data regression analysis Least Squares Method, liquidity risk, panel data regression analysis, G21, G01, C23, jel: jel:C23, jel: jel:G01, jel: jel:G21
liquidity ratio, ddc:330, liquidity risk, liquidity ratio, panel data regression analysis Least Squares Method, liquidity risk, panel data regression analysis, G21, G01, C23, jel: jel:C23, jel: jel:G01, jel: jel:G21
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