Comparison of the Efficiency of Maturity Transformation between
German and the Czech Banks

D 2014

Comparison of the Efficiency of Maturity Transformation between German and the Czech Banks

SVOBODA, Martin a Svend REUSE

Základní údaje

Originální název

Comparison of the Efficiency of Maturity Transformation between German and the Czech Banks

Autoři

SVOBODA, Martin a Svend REUSE

Vydání

1. vyd. Bratislava, Proceedings of the 8th International Conference on Currency, Banking and International Finance,"The Role of Financial Sector in Supporting the Economic Recovery of CEE Countries" od s. 376-388, 13 s. 2014

Nakladatel

Ekonóm, University of Economics Bratislava

Další údaje

Jazyk

angličtina

Typ výsledku

Stať ve sborníku

Obor

50200 5.2 Economics and Business

Stát vydavatele

Slovensko

Utajení

není předmětem státního či obchodního tajemství

Forma vydání

tištěná verze "print"

Označené pro přenos do RIV

Ano

Kód RIV

RIV/00216224:14560/14:00077233

Organizační jednotka

Ekonomicko-správní fakulta

ISBN

978-80-225-4034-6

UT WoS

000363914100034

Klíčová slova anglicky

Maturity transformation; VaR; historical simulation

Změněno: 14. 12. 2015 10:01, doc. Ing. Martin Svoboda, Ph.D.

Anotace

V originále

Maturity transformation is a central strategy for banks to generate additional earnings. As long as the short-term yields are lower than the long-term yields, the transformation of short-term liabilities into long-term assets makes sense. But does this work in every situation? This paper extends previous findings of the authors according to maturity transformation in the Czech Republic (Reuse and Svoboda, 2014) and introduces the following contribution to existing literature: The comparison between the Czech Republic and Germany, using the longest common period available: 2000-05 to 2014-01.

Návaznosti

MUNI/A/0786/2013, interní kód MU

Název: Analýza a predikce vývoje cen finančních a investičních nástrojů

Investor: Masarykova univerzita, Analýza a predikce vývoje cen finančních a investičních nástrojů, DO R. 2020_Kategorie A - Specifický výzkum - Studentské výzkumné projekty

Citovat

SVOBODA, Martin a Svend REUSE. Comparison of the Efficiency of Maturity Transformation between German and the Czech Banks. In Proceedings of the 8th International Conference on Currency, Banking and International Finance,"The Role of Financial Sector in Supporting the Economic Recovery of CEE Countries". 1. vyd. Bratislava: Ekonóm, University of Economics Bratislava, 2014, s. 376-388. ISBN 978-80-225-4034-6.

@inproceedings{1205511,
   author = {Svoboda, Martin and Reuse, Svend},
   address = {Bratislava},
   booktitle = {Proceedings of the 8th International Conference on Currency, Banking and International Finance,"The Role of Financial Sector in Supporting the Economic Recovery of CEE Countries"},
   edition = {1},
   keywords = {Maturity transformation; VaR; historical simulation},
   howpublished = {tištěná verze "print"},
   language = {eng},
   location = {Bratislava},
   isbn = {978-80-225-4034-6},
   pages = {376-388},
   publisher = {Ekonóm, University of Economics Bratislava},
   title = {Comparison of the Efficiency of Maturity Transformation between German and the Czech Banks},
   year = {2014}
}

TY  - CONF
ID  - 1205511
AU  - Svoboda, Martin - Reuse, Svend
PY  - 2014
TI  - Comparison of the Efficiency of Maturity Transformation between German and the Czech Banks
PB  - Ekonóm, University of Economics Bratislava
CY  - Bratislava
SN  - 9788022540346
KW  - Maturity transformation
KW  - VaR
KW  - historical simulation
N2  - Maturity transformation is a central strategy for banks to generate additional earnings. As long as the short-term yields are lower than the long-term yields, the transformation of short-term liabilities into long-term assets makes sense. But does this work in every situation? This paper extends previous findings of the authors according to maturity transformation in the Czech Republic (Reuse and Svoboda, 2014) and introduces the following contribution to existing literature: The comparison between the Czech Republic and Germany, using the longest common period available: 2000-05 to 2014-01.
ER  -

SVOBODA, Martin a Svend REUSE. Comparison of the Efficiency of Maturity Transformation between German and the Czech Banks. In \textit{Proceedings of the 8th International Conference on Currency, Banking and International Finance,''The Role of Financial Sector in Supporting the Economic Recovery of CEE Countries''}. 1. vyd. Bratislava: Ekonóm, University of Economics Bratislava, 2014, s.~376-388. ISBN~978-80-225-4034-6.

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