Commercial Banks from the Visegrad Countries and their Sensitivity to Crisis Confidence on the Interbank Market

The aim of this paper is to measure how commercial banks from the Visegrad countries are sensitive to crisis confidence on the interbank market. We use a stress scenario which simulates a withdrawal of 20% of interbank deposits and measure the relative changes of selected liquidity ratios. Banks in all Visegrad countries are sensitive to the crisis confidence on the interbank market. Mainly for some Hungarian and Polish banks, this scenario could have fatal consequences and could threaten the existence of these banks. In case of Czech and Slovak banks, crisis confidence might have rather secondary impacts.