Impact on Commercial Banks‘ Liquidity Risks caused by ECB‘s Negative Interest Rate Policy

@inproceedings{10432,
   author = {Bücher, Tobias},
   address = {Praha},
   booktitle = {Konference doktorandů na Vysoké škole finanční a správní 2022: prezentace výsledků společenskovědního výzkumu s ekonomickými a finančními efekty (9. ročník) = Doctoral Students Conference at the University of Finance and Administration 2022: presentation of the results of social science research with economic and financial effects (9th annual conference)},
   edition = {První vydání},
   editor = {ROUBAL, Ondřej, ed.},
   keywords = {Banks risks; liquidity risk; Financial Risk and Risk Management; negative interest rate policy},
   howpublished = {tištěná verze "print"},
   language = {eng},
   location = {Praha},
   isbn = {978-80-7408-250-4},
   pages = {12-25},
   publisher = {Vysoká škola finanční a správní},
   title = {Impact on Commercial Banks‘ Liquidity Risks caused by ECB‘s Negative Interest Rate Policy},
   url = {https://www.vsfs.cz/prilohy/konference_doktorandu_na_vysoke_skole_fi.pdf},
   year = {2022}
}

TY  - JOUR
ID  - 10432
AU  - Bücher, Tobias
PY  - 2022
TI  - Impact on Commercial Banks‘ Liquidity Risks caused by ECB‘s Negative Interest Rate Policy
PB  - Vysoká škola finanční a správní
CY  - Praha
SN  - 9788074082504
KW  - Banks risks
KW  - liquidity risk
KW  - Financial Risk and Risk Management
KW  - negative interest rate policy
UR  - https://www.vsfs.cz/prilohy/konference_doktorandu_na_vysoke_skole_fi.pdf
N2  - ECB’s negative interest rate policy leads to more and more higher liquidity in banks. Higher risks for commercial banks are suspected from this. The hypothesis is, that ECB's Negative interest rate policy leads to significantly higher liquidity risks. The article researches the effects on liquidity risk controlling, supervision and the indeed risk development in banks. Those liquidity risks are typically measured by LCR, NSFR and survival period. The author extends the analyzes carried out by other authors with his own data evaluation in the key figures net liquidity, excess liquidity and LCR as the top liquidity key figure of the banking supervisory authority. Direct effects on commercial banks liquidity risks based on risk models cannot be proven by quantitative research. Qualitative evaluation on the other hand shows increasing risks as a follow of extended maturity transformation and increasing stocks of high risk government bonds. Commercial banks try to buffer those risks by increasing liquidity stocks and emissions of long-term-bonds. Floating above is the threat of the fact that high market liquidity is depended on ECBs low interest policy.
ER  - 

BÜCHER, Tobias. Impact on Commercial Banks‘ Liquidity Risks caused by ECB‘s Negative Interest Rate Policy. In ROUBAL, Ondřej, ed. \textit{Konference doktorandů na Vysoké škole finanční a správní 2022: prezentace výsledků společenskovědního výzkumu s ekonomickými a finančními efekty (9. ročník) = Doctoral Students Conference at the University of Finance and Administration 2022: presentation of the results of social science research with economic and financial effects (9th annual conference)}. První vydání. Praha: Vysoká škola finanční a správní, 2022, s.~12-25. ISBN~978-80-7408-250-4.