Sensitivity of Czech Commercial Banks to a Run on Banks
The aim of this paper is to thoroughly evaluate the sensitivity of Czech commercial banks to a run on banks. Our sample includes a significant part of the Czech banking sector in the period 2006-2013. We use three liquidity ratios that we stress via a stress scenario simulating a run on banks accomp...
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| Format: | Article |
| Language: | English |
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Sciendo
2015-06-01
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| Series: | Danube |
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| Online Access: | https://doi.org/10.1515/danb-2015-0006 |