Utjecaj razduživanja na profitabilnost banaka

master's thesis

• Title (english): The impact of deleveraging on bank profitability
• Author: Iva Mandac
• Mentor: Jakša Krišto (mentor)
• Committee member: Anita Pavković (predsjednik povjerenstva)
• Committee member: Ana Ivanišević Hernaus (član povjerenstva)
• Granter: University of Zagreb; Faculty of Economics and Business; Zagreb
• Defense date and country: 2015-09-28, Croatia
• Scientific / art field, discipline and subdiscipline: SOCIAL SCIENCES; Economics

Abstract

Cilj je rada prepoznati reakciju banaka, prvenstveno u obliku bilančnih promjena, na izazove proizašle iz nove bankovne regulacije i supervizije. Kao odgovor na financijsku krizu koja se pojavila 2007. godine u Sjedinjenim Američkim Državama i ubrzo poprimila globalne razmjere, regulatori su utvrdili nove standarde u okviru Basel III regulative, na što su banke reagirale poboljšanjem kapitalne pozicije, odnosno razduživanjem. Nastoji se regresijskom analizom utvrđiti utjecaj razduživanja na profitabilnost banaka na osnovi podataka o poslovanju banaka u Republici Hrvatskoj u razdoblju od 2007. do 2015. godine. Utvrđeno je da su hrvatske banke zahvaljujući pretkriznoj dobroj kapitaliziranosti, proces razduživanja započele tek nakon 2011. godine na način da su smanjivale obveze prema većinskim stranim vlasnicima. Kao rezultat takvog djelovanja banaka, njihova je profitabilnost smanjena.

Abstract (english)

The purpose of the thesis is to recognize the reaction of banks, mainly changes regarding their balance sheets, to challenges arising from new bank regulation and supervision. As a result of financial crisis that occurred in the United States in 2007 and became global very soon, the regulators introduced new regulatory framework known as Basel III standards. The intention is to identify the effect of deleveraging on bank profitability by regression analysis on data about performance of banks in the Republic of Croatia in period from 2007 to 2015. Banks' response to new regulation was by improving their capital position or deleveraging. The thesis shows that as Croatian banks were well capitalized even in pre-crisis period, they have started deleveraging process after 2011 by reducing their liabilities towards major foreign shareholders. Consequently, their profitability was decreased.

• Keywords: financijska kriza; razduživanje i profitabilnost banaka; regresijska analiza
• Keywords (english): financial crisis; bank deleveraging and profitability; regression analysis
• Language: croatian
• URN:NBN: urn:nbn:hr:148:682555
• Study programme: Title: Business Economics; Study programme type: university; Study level: graduate; Academic / professional title: magistar/magistra ekonomije (magistar/magistra ekonomije)
• Type of resource: Text
• File origin: Born digital
• Access conditions: Access restricted to students and staff of home institution
• Created on: 2016-11-16 15:49:43