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Development of bank loans for private sector in Czech Republic
Doutnáčová, Jana ; Seidler, Jakub (advisor) ; Teplý, Petr (referee)
This work focuses on the development of the loan market in the czech economy. In the first portion of this work, the problems of bank loans at the infancy of the Czech Republic transformation are described. Subsequently depicted is the loan emission evolution in the private sector during the 90's, the 1997 crisis impact on the loan market and the following "credit crunch" are examined in more detail. Additionally, the influence of the privatization of large czech banks on the loan administration after the year 2000 is studied as well as the entrance of the Czech Republic into the European Union, which affected primarily banking regulation. The second portion of this work analyzes the connection between bank loan growth rate and economic measures (GNP, loan rates, and classified loans). This analysis is executed for the household and the business sectors of the Czech Republic separately.
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Macroeconomic determinants for non-performing loans dynamic - the case of the Czech Republic
Doutnáčová, Jana ; Seidler, Jakub (advisor) ; Dózsa, Martin (referee)
vi Abstract The thesis investigates the linkages between macroeconomic performance and banks loans portfolio quality represented by the non-performing loans ratio in the Czech banking system in years 2003-2013. The empirical analysis evaluates how banks non-performing loans are influenced by several macroeconomic indicators such as GDP, inflation, interest rate, unemployment rate and exchange rate. First we investigate loans quality on the aggregate level, next we analyze the quality of loans of households and non-financial corporations sector separately as the macroeconomic variables may affect these two sectors of borrowers differently. Finally the analysis of mutual links is done for different loan categories according to the level of failure also. The empirical results from vector autoregression model and impulse response analysis generally suggest that favorable macroeconomic conditions improve banks loans quality by lowering the non-performing loans ratio and vice versa. The thesis also identifies the feedback effect of increasing non- performing loans ratio on economic performance. Keywords: banks loans quality, macrofinancial linkages, non-performing loans, Czech banking system
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Development of bank loans for private sector in Czech Republic
Doutnáčová, Jana ; Teplý, Petr (referee) ; Seidler, Jakub (advisor)
This work focuses on the development of the loan market in the czech economy. In the first portion of this work, the problems of bank loans at the infancy of the Czech Republic transformation are described. Subsequently depicted is the loan emission evolution in the private sector during the 90's, the 1997 crisis impact on the loan market and the following "credit crunch" are examined in more detail. Additionally, the influence of the privatization of large czech banks on the loan administration after the year 2000 is studied as well as the entrance of the Czech Republic into the European Union, which affected primarily banking regulation. The second portion of this work analyzes the connection between bank loan growth rate and economic measures (GNP, loan rates, and classified loans). This analysis is executed for the household and the business sectors of the Czech Republic separately.
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