Thesis (Selection of subject)Thesis (Selection of subject)(version: 390)
Thesis details
   Login via CAS
Impact of the Global Crisis on Banking Sector Soundness: Czech Republic, Hungary and Poland
Thesis title in Czech: Vliv globální krize na zdraví bankovního sektoru: Česká republika, Maďarsko a Polsko
Thesis title in English: Impact of the Global Crisis on Banking Sector Soundness: Czech Republic, Hungary and Poland
Key words: Bankovní zdraví, Středí Evropa, Hrubé půčky, Likvidní aktiva, NPL, ROAA, Kapitálová přiměřenost
English key words: Banking Soundness, Central Europe, Gross Loans, Liquis Assets, NPL, ROAA, Capital Adequacy
Academic year of topic announcement: 2010/2011
Thesis type: Bachelor's thesis
Thesis language: angličtina
Department: Institute of Economic Studies (23-IES)
Supervisor: doc. PhDr. Adam Geršl, Ph.D.
Author: hidden - assigned by the advisor
Date of registration: 06.11.2010
Date of assignment: 21.12.2010
Date and time of defence: 20.06.2012 00:00
Venue of defence: Opletalova 26
Date of electronic submission:18.05.2012
Date of proceeded defence: 20.06.2012
Opponents: PhDr. Zdeněk Kudrna, Ph.D.
 
 
 
References
NBP. Financial Stability Report: June 2009. Warsaw, 2009.
MNB. Report on Financial Stability: April 2010. 2010.
NBP. Financial Stability Report: July 2010. Warsaw, 2010. Journal of banking & finance. 1989, č. 13. ISSN 03784266.
MNB. Report on Financial Stability: April 2009. 2009.
CNB Income statement of the banking sector - 4a - Absolute indicators. CNB. Cnb.cz [online]. 2012 [cit. 2012-04-23]. Dostupné z:
http://www.cnb.cz/en/supervision_financial_market/aggregate_information_financial_sector/basic_indicators_financial_market/banks/bs_ukazatele_tab04a.html
AIGINGER, Karl. WIFO. Why Performance Differed Across Countries in the Recent Crisis: How Country Performance in the Recent Crisis Depended on Pre-crisis Conditions. 2011. Working Papers, 387/2011.
BALTAGI, Badi H. Econometrics. Berlin: Springer, DE, 2008. ISBN 9783540765158.
BANAI, Ádám, Júlia KIRÁLY a Márton NAGY. The demise of the halcyon days in Hungary: “foreign” and “local” banks – before and after the crisis. 2010. BIS Papers, 54.
BOURKE, Philip. Concentration and other determinants of bank profitability in Europe, North
America and Australia. Journal of banking & finance. 1989, č. 13, s. 65. ISSN 03784266.
FLAMINI, Valentina, Calvin MCDONALD a Liliana SCHUMACHER. INTERNATIONAL MONETARY
FUND. The Determinants of Commercial Bank Profitability in Sub-Saharan Africa. 2009. IMF Working Paper, WP/09/15.
GROPP, Reint a Florian HEIDER. The determinants of bank capital structure. 2009.
KAKES, Jan a Jan-Egbert STURM. DNB. Monetary policy and bank lending Evidence from German banking groups. 2001.
KISHAN, Ruby P. a Timothy P. OPIELA. Bank Size, Bank Capital, and the Bank Lending Channel.
Journal of Money, Credit and Banking. 2000, roč. 32, č. 1.
MEJSTŘÍK, Michal, Magda PEČENÁ a Petr TEPLÝ. Basic Principles of Banking. Praha, CZ: Karolinum, 2008. ISBN 978-80-246-1500-4.
QUAGLIARIELLO, Mario. BANCA D'ITALIA. Bank’s riskiness over the business cycle: A panel analysis on Italian intermediaries. 2006.
REE, Jack Joo K. Impact of the Global Crisis on Banking Sector Soundness in Asian Low-Income Countries. IMF Working Paper. 2011, WP/11/115, s. 34.
SHEPHERD, Ben. Session 1: Dealing with Endogeneity. In: United Nations ESCAP [online]. 2008 [cit. 2012-04-24]. Dostupné z: http://www.unescap.org/tid/artnet/mtg/gravity_d4s1_shepherd.pdf
WOOLDRIDGE, Jeffrey M. Introductory Econometrics: A Modern Approach. Cincinnati, OH [US]: South-Western/Thomson Learning, 2003. ISBN 0324113641.
Preliminary scope of work
Práce si klade za cíl posoudit vliv krize na bankovní zdraví ve vybraných zemích střední Evropy. Pomocí fixed-effects metody i deskriptivních analýz budou analyzovány jednotlivé indikátory finančního zdraví - hrubé půjčky, likvidní aktiva, nesplatné úvěry, profitabilita a kapitálová přiměřenost. Protože se jedná o krizi globální, bude určen kanál, kterým k přenosu nákazy došlo.
Preliminary scope of work in English
The thesis assess an impact of the Global Crisis on the banking soundness in given countries of Central Europe. The indicators of financial soundness - gross loans, liquid assets, non-performing loans, profitability and capital adequacy - will be analyzed by fixed-effect method and descriptive analysis. Because the crisis is global, the transmission channel of spillover will be determine.
 
Charles University | Information system of Charles University | http://www.cuni.cz/UKEN-329.html