SVOBODA, Martin and 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". 1st ed. Bratislava: Ekonóm, University of Economics Bratislava, 2014, p. 376-388. ISBN 978-80-225-4034-6.
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Basic information
Original name Comparison of the Efficiency of Maturity Transformation between German and the Czech Banks
Authors SVOBODA, Martin (203 Czech Republic, guarantor, belonging to the institution) and Svend REUSE (276 Germany, belonging to the institution).
Edition 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" p. 376-388, 13 pp. 2014.
Publisher Ekonóm, University of Economics Bratislava
Other information
Original language English
Type of outcome Proceedings paper
Field of Study 50200 5.2 Economics and Business
Country of publisher Slovakia
Confidentiality degree is not subject to a state or trade secret
Publication form printed version "print"
RIV identification code RIV/00216224:14560/14:00077233
Organization unit Faculty of Economics and Administration
ISBN 978-80-225-4034-6
UT WoS 000363914100034
Keywords in English Maturity transformation; VaR; historical simulation
Changed by Changed by: doc. Ing. Martin Svoboda, Ph.D., učo 17740. Changed: 14/12/2015 10:01.
Abstract
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.
Links
MUNI/A/0786/2013, interní kód MUName: Analýza a predikce vývoje cen finančních a investičních nástrojů
Investor: Masaryk University, Category A
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