|
|
Kvalita bankovních úvěrových portfolií a faktory jejich vývoje ve vybraných zemích EU
Slezáková, Markéta
This diploma thesis focuses on the quality development of bank loan portfolios in the Czech Republic, Federal Republic of Germany and Italy between 2000-2013. Firstly, based on expert studies, the reader is acquainted with the theoretical and methodological bases assessing the quality of loan portfolios, as well as the determinants, which influence credit quality and, finally, with the characteristics of the banking sectors in selected countries. The empirical section of thesis focuses to evaluate the quality of the selected bank loan portfolios in watched period and through correlation analysis is examined which of the selected macroeconomic indicators (GDP, unemployment, inflation, interbank offered rate) mostly affects the loans quality of selected economies. Consequently, there is also a regression analysis to assess the joint impact of individual determinants on loans quality.
|
|
|
Vliv finanční krize na úvěry v selhání bankovního průmyslu
Koňaříková, Zuzana
This diploma thesis discusses how bank specific determinants and macroeconomic determinants influence non-performing loans in the banks of the G12 and in the Czech Republic in 2000 - 2013, i.e. before and after the financial crisis. The empirical analysis works with a regression model of fixed-effects panel data and uses a sample of 11,386 banks from the Bankscope database. The final results are used to establish recommendations for economic policy makers. The results have shown that non-performing loans for larger and more profitable banks are less susceptible to changes in determinants.
|
|
|
Analysis of Systemically Important Italian Banks and the overall stability of the banking sector
Dědek, Jiří ; Dvořák, Petr (advisor) ; Fleischmann, Luboš (referee)
The subject of the diploma thesis "Analysis of Systemically Important Italian Banks and the overall stability of the banking sector" is the analysis of the current situation and the latest developments in the Italian banking sector with a focus on systemically important institutions. The first part describes the general state of current banking in Italy after the global crisis, including a brief historical introduction and pre-crisis development. It provides information on entity and ownership structure, capital adequacy and liquidity, and the overall structure of assets and liabilities of the sector. Particular attention is paid to the problem of non-performing loans and the impact on banks' profitability. The second part begins with the definition of systemically important banks and focuses on the analysis of individual banks with an emphasis on those systemically important. In the bank's stability and health assessment, the development of the portfolios of non-performing loans is highlighted. The final part of the thesis deals with the summary of Italian banking problems and assesses the stability of the sector in the context of the euro area.
|
guest ::
