Vplyv regulačných opatrení bankového sektoru na úverovú aktivitu komerčných bánk

Autor: Turzák, Matej
Jazyk: slovenština
Rok vydání: 2019
Předmět:
Druh dokumentu: masterThesis
Popis: 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.
Databáze: Networked Digital Library of Theses & Dissertations