The crisis has shown that a drop in liquidity, as well as the shortened maturity of interbank transactions, has caused many problems for banks. We analyze how the introduction of a bank levy on bank assets in Poland has affected the interbank market, as well as money market pricing. Analyzing...

Prices observed on emerging markets are affected by market sentiment changes. The article presents an interdependence analysis of a chosen set of sentiment indicators observed on the Polish OTC market. The set contains both interest rate market (basis swap, asset swap, convergence swap,...

Government bonds have always been a popular type of investment for banks. However, this trend has been further enhanced by the provisions of numerous banking regulations aimed at promoting investment in these securities. We empirically test the role of the fiscal incentive provided by Polish...