Have a personal or library account? Click to login
Sensitivity of Czech Commercial Banks to a Run on Banks Cover

Sensitivity of Czech Commercial Banks to a Run on Banks

Open Access
|Jul 2015

References

  1. Allen, F.; Gale, D. (1998). Optimal Financial Crises. The Journal of Finance, 53(4), 1245-1284.10.1111/0022-1082.00052
  2. BIS. (1996). Amendment to the Capital Accord to Incorporate Market Risks. Basel: Bank for International Settlements.
  3. BIS. (2000). Stress Testing by Large Financial Institutions: Current Practice and Aggregation Issues. Basel: Bank for International Settlements.
  4. BIS. (2006). International Convergence of Capital Measurement and Capital Standards. A Revised Framework. Basel: Bank for International Settlements.
  5. Boss, M.; Fenz, G.; Krenn, G.; Pann, J.; Puhr, C.; Scheiber, T.; Schmitz, S. W.; Schneider, M.; Ubl, E. (2007). Stress Tests for the Austrian FSAP Update 2007: Methodology, Scenarios and Results. In Financial Stability Report, 68-92. Vienna: Oesterreichische Nationalbank.
  6. Boss, M.; Krenn, G.; Schvaiger, M.; Wegschaider, W. (2004). Stress Testing the Austrian Banking System. Österreichisches Bankarchiv, 52(11), 841-852.
  7. Breuer, T.; Krenn, G. (2000). Identifying Stress Test Scenarios. FachhochschuleVorarlberg and Oesterreichische Nationalbank Working Paper.
  8. Bryant, J. (1980). A model of reserves, bank runs, and deposit insurance. Journal of Banking and Finance, 4(4), 335-344.10.1016/0378-4266(80)90012-6
  9. CNB. (2010). Financial Market Supervision Report 2009. Praha: Czech National Bank.
  10. CNB. (2013). Financial Market Supervision Report 2012. Praha: Czech National Bank.
  11. CNB. (2014). Core and encouraged financial soundness indicators (unconsolidated). Retrieved November 2, 2014, from http://www.cnb.cz/en/supervision_financial_market/aggregate_information_financial_sector/financial_soundness_indicators/fsi_ukazatele_nekons.html.
  12. Diamond, D.; Dybvig, P. (1983). Bank runs, deposit insurance, and liquidity. Journal of Political Economy, 91(3), 401-419.10.1086/261155
  13. Freixas, X.; Rochet, J. C. (1997). Microeconomics of Banking. Massachusetts: Massachusetts Institute of Technology.
  14. Chu, K. H. (2011). Deposit Insurance and Banking Stability. Cato Journal, 31(1), 99-117.
  15. Jurča, P.; Rychtárik, Š. (2006). Stress Testing of the Slovak Banking Sector. BIATEC, 14(4), 15-21
  16. Kaufman, G. (1988). Bank Runs: Causes, Benefits and Costs. Cato Journal, 7(3), 559-595.
  17. Komárková, Z.; Geršl, A.; Komárek, L. (2011). Models for Stress Testing Czech Banks’ Liquidity Risk. Working Paper Series of Czech National Bank, 11.
  18. Komárková, Z.;Komárek, L.; Jakubík, P. (2012). Zranitelnost ceského bankovního sektoru. Studie národohospodárského ústavu Josefa Hlávky c. 10. Praha:Národohospodárský ústav Josefa Hlávky.
  19. Krenn, G. (2001). Stress Testing by Austrian Banks. In Financial Market Stability Report, 108-116. Vienna: Oesterreichische Nationalbank.
  20. Negrila, A. (2010). The Role of Stress-test Scenarios in Risk Management Activities and in the Avoidance of a New Crisis. Theoretical and Applied Economics, 17(2), 5-24
  21. Rychtárik, Š. (2009). Liquidity Scenario Analysis in the Luxembourg Banking Sector. BCDL Working Paper, 41.
  22. Van den End, J. W. (2008). Liquidity Stress-Tester:Amacro model for stress-testing banks’ liquidity risk. DNB Working Paper, 175.
  23. Vodová, P. (2013). Liquidity risk of banks in the Visegrad Countries. An empirical analysis of bank liquidity, its determinants and liquidity risk sensitivity. Saarbrücken: Lambert Academic Publishing.
DOI: https://doi.org/10.1515/danb-2015-0006 | Journal eISSN: 1804-8285 | Journal ISSN: 1804-6746
Language: English
Page range: 91 - 107
Published on: Jul 14, 2015
Published by: European Association Comenius - EACO
In partnership with: Paradigm Publishing Services
Publication frequency: 4 issues per year

© 2015 Pavla Klepková Vodová, published by European Association Comenius - EACO
This work is licensed under the Creative Commons Attribution-NonCommercial-NoDerivatives 3.0 License.