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@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 - JOUR 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 and 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''}. 1st ed. Bratislava: Ekonóm, University of Economics Bratislava, 2014, p.~376-388. ISBN~978-80-225-4034-6.
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