摘要：The aim of this paper is to identify determinants of liquidity of commercial banks in the Republic of Serbia,observing the macroeconomic and banking-specific indicators,or micro-economic indicators which were analyzed by descriptive statistics,correlation and regression analysis from 2008 to 2014.The correlation for the observed variables is calculated from 140 samples for internal and external independent variables of impact to the dependent variable – liquidity measured by indicator of deposits.The subject of research is the process of optimization model reducing the factors of liquidity to variables that have the most significant impact on liquidity indicator measured by deposit potential.Results of the model show that liquidity of banks is dominantly determined by the size of banks assets.With growth of the assets,banks are exposed to a greater risk of liquidity.The increase in capital adequacy ratio has a positive effect on the liquidity of banks.Net interest margin is positively correlated with the indicator of deposit potential which indicates a negative impact on the liquidity of banks as well as the ratio of operating expenses to operating income.
其他摘要：Cilj rada predstavlja identifikaciju determinanti likivdnosti komercijalnih banaka u R.Srbiji,posmatrajući makroekonomske i specifične bankarske indikatore,odnosno mikroekonomske indikatore,koji su analizirani putem deskriptivne statistike,korelacije i regresione analize u periodu od 2008.do 2014.godine.Korelacija varijabli se računa na 140 uzoraka za interne I eksterne nezavisne varijable koje su od uticaja na zavisnu varijablu – likvidnost merenu depozitnim indikatorom.Predmet istraživanja predstavlja postupak optimizacije modela likvidnosti,smanjenjenjem faktora likvidnosti, na varijable koje imaju najveći uticaj na pokazatelje likvidnosti - mereno depozitnim potencijalom.Rezultati modela pokazuju da je likvidnost banaka dominantno određena veličniom bankarske aktive.Sa rastom bilansne aktive, banke se izlažu većem riziku likvidnosti.Povećanje adekvatnosti kapitala ima pozitivan efekat na likvidnost banaka.Neto kamatna marža je u pozitivnoj korelaciji sa indikatorom depozitnog potencijala koji ukazuje na negativan uticaj na likvidnost banaka,kao i racio operativnih troškova prema operativnim prihodima.
关键词：Bank Liquidity;Deposits;Commercial banks of Serbia;Regression analysis;Correlation
其他关键词：Likvidnost banaka;Depoziti;Poslovne banke u Srbiji;Regresiona analiza;Korelacija
