Σκιώδες τραπεζικό σύστημα και κερδοφορία τραπεζών - Ανάλυση με στοιχεία σε επίπεδο τραπεζών

Κίσσας, Παναγιώτης

Master Thesis

Author

Κίσσας, Παναγιώτης

Date

2019-02

Abstract

This diploma thesis examines the development of the shadow banking system as well as its compatibility with lower profitability and / or higher risk of banks. Since the global financial crisis of 2009 and the bibliography, we find that the shadow banking system goes hand in hand with lower profitability and higher bank risk. The data refer to 78 European banks for the period 2000 to 2017. For the shadow banking system we used the indicators SB_PR (the ratio of private credit to GDP to private credit from bank deposits to GDP), SB_DOM (is the ratio of domestic credit to the private sector from banks to domestic credit to the private sector), SB_M (is the reason for the difference in M3 money supply and bid M2 to M2). The results of the survey show a negative relationship between the SB_DOM index and the profitability of banks. From this result, we conclude that the development of the shadow banking system is associated with lower bank profitability, as this indicator increases, banks profitability decreases due to the shift of the financial entities to financial institutions outside the traditional banking system.

Postgraduate Studies Programme

Χρηματοοικονομική και Τραπεζική με κατεύθυνση στην Χρηματοοικονομική και Τραπεζική Διοικητική

Department

Σχολή Χρηματοοικονομικής και Στατιστικής. Τμήμα Χρηματοοικονομικής και Τραπεζικής Διοικητικής

Number of pages

Language

Greek

URI

https://dione.lib.unipi.gr/xmlui/handle/unipi/12014

Collections

Τμήμα Χρηματοοικονομικής και Τραπεζικής Διοικητικής

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