The role of bank management in the European banks' stability during the global financial crisis 2007-2008
| Název práce v češtině: | |
|---|---|
| Název v anglickém jazyce: | The role of bank management in the European banks' stability during the global financial crisis 2007-2008 |
| Akademický rok vypsání: | 2014/2015 |
| Typ práce: | bakalářská práce |
| Jazyk práce: | angličtina |
| Ústav: | Institut ekonomických studií (23-IES) |
| Vedoucí / školitel: | Mgr. Iuliia Brushko, M.A., Ph.D. |
| Řešitel: | skrytý - zadáno vedoucím/školitelem |
| Datum přihlášení: | 02.06.2015 |
| Datum zadání: | 02.06.2015 |
| Datum a čas obhajoby: | 06.09.2016 00:00 |
| Místo konání obhajoby: | IES |
| Datum odevzdání elektronické podoby: | 29.07.2016 |
| Datum proběhlé obhajoby: | 06.09.2016 |
| Oponenti: | RNDr. Michal Červinka, Ph.D. |
| Kontrola URKUND: | |
| Předběžná náplň práce v anglickém jazyce |
| Abstract:
During the crisis of 2007-2008, many banks had to improve their management because their previous models could not cope with the increase in the number of defaults on mortgage loans and new risks produced by credit derivatives. The goal of this study is to define what factors were the most significant determinants of the stability of large banks of Europe during the crisis of 2007-2008. This study concentrates mostly on the indicators of the management of loan portfolio and the management of capital in major banks of Europe. For this purpose, the thesis uses a balanced panel data of 69 banks in 18 largest European countries during 2006-2009. Furthermore, from the results of tests on the significance of used variables, the model that evaluates the distance from the insolvency for banks is constructed. Outline: 1. Introduction 2. Motivation and literature review 2.1.The impact of global financial crisis on European banks 2.2. Methods to analyze the stability of banks 2.3 The influence of country variables on banking stability 2.4 Methods to manage credit risks 2.5 The impact of banks specific characteristics on their stability 3. Methodology 3.1. Empirical model 3.2. Data and sample description 4. Empirical results 5. Conclusion References: Brown, K., P. Moles (2008): “Credit Risk Management” Edinburgh Business School Kapan, T., C. Minoiu (2013): “Balance Sheet Strength and Bank Lending During the Global Financial Crisis” IMF Working paper. Kohler, M. (2012): “Which banks are more risky? The impact of loan growth an business model on bank risk-taking” Discussion Paper, Deutsche Bundes- bank. Lepetit, L., F. Strobel (2014): “Bank income smoothing, ownership con- centration and the regulatory environment” Journal of Banking & Finance 41: pp. 253–270. Wilson, T., (2015): “Value and Capital Management: A Handbook for the Finance and Risk Functions of Financial Institutions” Wiley finance series. |