Systemowe ryzyko płynności w polskim systemie bankowym - wybrane aspekty Systemic liquidity risk in the Polish banking system – selected aspects
Journal Title: Annales Universitatis Mariae Curie-Skłodowska Sectio H Oeconomia - Year 2013, Vol 0, Issue 0
Abstract
Systemic liquidity risk is the risk that an adverse event will result in simultaneous liquidity problems in a substantial portion of the financial system. The paper describes several aspects of this risk in the Polish banking environment: decreasing share of liquid assets in the balance sheet, growing maturity mismatch, risks related to foreign currency denominated loans financed through złoty deposits accompanied by FX and currency swaps or through external liabilities. Dependence on currency derivatives and foreign financing contributed to increased liquidity tensions in the financial crisis, including relative increase in customer deposit interest rates. The paper also presents the scale of liquidity support granted during the crisis by the central bank to banks operating in Poland.
Authors and Affiliations
Błażej Kochański
Keywords
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- EP ID EP168952
- DOI 10.17951/h.2013.47.3.271
- Views 85
- Downloads 0
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