Wpływ wskaźników finansowych na ratingi kredytowe banków z krajów strefy euro

• Autorzy: Patrycja Chodnicka-Jaworska

Warianty tytułu

The Impact of Financial Indicators on Credit Ratings of Banks From Eurozone

• Języki publikacji: PL

Abstrakty

Celem artykułu jest analiza determinant mających wpływ na credit rating banków należących do strefy euro. W związku z tym dokonano przeglądu literaturowego, na podstawie którego postawiono hipotezę: istotny statystycznie wpływ na credit rating danego banku wywierają wskaźniki jakości aktywów, zyskowności, płynności, adekwatności kapitałowej. Do weryfikacji postawionej hipotezy zastosowano logitowe modele panelowe. Do badania zebrano informacje na temat publikacji długoterminowych ratingów kredytowych banków w latach 1998-2015. Credit ratingi zdekodowano liniowo na dane o charakterze liczbowym. Jako zmienne niezależne wykorzystano wskaźniki finansowe. Do badania użyto danych kwartalnych. Niezbędne dane pozyskano z bazy Thomson Reuters.(abstrakt oryginalny)

EN

The aim of the article is to analyze the determinants affecting the banks' credit ratings from the Eurozone. Therefore, a literature review was made on the basis of which a hypothesis was put: asset quality, profitability, liquidity and capital adequacy indicators have statistically significant effect on the banks' credit ratings. To verify the hypothesis there were used logit panel data models. For the research information was collected on the publication of the long-term issuer banks' credit ratings in 1998-2015 period of time. Credit ratings were decomposed linearly on the numeric varibales. Financial indicators were used as independent variables. The study used quarterly data. Necessary data were obtained from the Thomson Reuters database.(original abstract)

Słowa kluczowe

PL

Ocena zdolności kredytowej; Rentowność; Aktywa; Ryzyko kredytowe

EN

Credit rating; Profitability; Assets; Credit risk

• Czasopismo: Nauki o Finansach / Uniwersytet Ekonomiczny we Wrocławiu
• Rocznik: 2016
• Numer: nr 3 (28)
• Strony: 27--37

Twórcy

autor

Patrycja Chodnicka-Jaworska

• Uniwersytet Warszawski

Bibliografia

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Identyfikatory

DOI

10.15611/nof.2016.3.02