Οι προσδιοριστικοί παράγοντες του προφίλ κινδύνου των ευρωπαϊκών τραπεζών
The determinant factors of the risk profile of the european banks
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Keywords
Πιστωτικός κίνδυνος ; Συστηματικός κίνδυνος ; Μη εξυπηρετούμενα δάνεια ; Βήτα μετοχών ; Πάνελ δεδομένων ; GMM ; Μακροοικονομικοί παράγοντες ; Τραπεζικοί παράγοντεςAbstract
The purpose of this study is to investigate the determinants of the risk profile of European banks. In this paper, credit and systematic risk for the period 2013 to 2017 are also considered as possible risks of the banking system. The literature proposes banking and macroeconomic factors for the interpretation of credit risk, while banking risk variables are considered for systemic risk. For the interpretation of credit risk the percentage of non-performing loans was used as a dependent variable and as independent, five banking and two macroeconomic variables. To measure the systemic risk, the beta of the bank shares is proposed as a dependent variable, while seven bank variables were used as independent ones. This study examines 45 banks in 17 European countries, the data analyzed in data panels and its findings are largely in line with previous surveys.
Postgraduate Studies Programme
Χρηματοοικονομική και Τραπεζική με κατεύθυνση στην Χρηματοοικονομική και Τραπεζική ΔιοικητικήDepartment
Σχολή Χρηματοοικονομικής και Στατιστικής. Τμήμα Χρηματοοικονομικής και Τραπεζικής ΔιοικητικήςNumber of pages
62Language
Greek
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Attribution-NonCommercial-NoDerivatives 4.0 Διεθνές
Attribution-NonCommercial-NoDerivatives 4.0 Διεθνές