Liquidity management strategies in the Czech banking sector
Liquidity management strategies in the Czech banking sector

Author(s): Jana LAŠTŮVKOVÁ
Subject(s): Economic policy, Evaluation research, Financial Markets
Published by: Masarykova univerzita nakladatelství
Keywords: Czech banking sector; measurement of the bank liquidity; liquidity flows;
Summary/Abstract: This paper focuses on the evaluation of the liquidity development in the banking sector of the Czech Republic. The evaluation is carried out using specific method of measurement - gross liquidity flows and their overall reallocation. This method allows determining liquidity for the banking sector as well as for the individual groups. The method is also based on liquidity flows, in addition in two forms - positive and negative, is thus the dynamic assessment of the liquidity in a perspective of its creation and outflow. This takes into account current trends in requirements for measuring and monitoring liquidity risk. Evaluation of the flows is supplemented by a correlation analysis to determine the main factors of the liquidity development.

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