National Repository of Grey Literature 3 records found  Search took 0.01 seconds. 
Vplyv regulačných opatrení bankového sektoru na úverovú aktivitu komerčných bánk
Turzák, Matej
The diploma thesis deals with impact of regulatory measures on bank credit activity. Banking regulatory frameworks Basel II and III are approximated via selected capital requirements. The empirical analysis is based on a panel regression analysis with fixed effects. The sample consists of 4313 European banks. Determinants of supply are selected indicators of bank characteristics. Factors of demand are taken into account via macroeconomic fundamentals. The impact of monetary policy is examined through a three-month interbank interest rate. The results of the empirical analysis point to the importance of regulatory measures in relation to credit activity. Subsequently, the robustness analysis deals with the closer impact depending on the size of the bank and the operating market.
Determinanty úverovej aktivity v bank-based a market-based systéme
Vinická, Michaela
This master‘s thesis deals with the effect of selected determinants on lending activity with distinguishing of bank-based and market-based financial systems. Empirical analysis by means of panel regression analysis with fixed effects leads to results which show a significant impact of particular bank characteristics on loan activity which is considered as stable even after addition of macroeconomic fundamentals. Apart from the bank specifics loan activity is affected by economic cycle as well. Monetary policy tools, namely central bank total assets and interbank interest rate, were examined within the individual types of financial systems. The working of interest rate channel in the bank based financial system and the influence of the central bank assets in the market-based financial systems were proved.
Dopady nástrojov monetárnej politiky na úverovú aktivitu v odlišných finančných systémoch
Hanko, Milan
This diploma thesis deals with the study of the different effects of the use of monetary policy instruments on lending activity in Bank-based and Market-based financial systems. Empirical analysis is based on the use of BMA to limit uncertainty associated with the selection of the wrong determinants, and then uses a regression model of time series with the inclusion of delayed indicators that demonstrate the different impact of credit determinants in financial systems based on banking and commercial mediation.

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