Wpływ ryzyka politycznego na credit rating banków europejskich

• Autorzy: Patrycja Chodnicka-Jaworska

Warianty tytułu

Impact of Political Risk on European Banks' Credit Ratings

• Języki publikacji: PL

Abstrakty

Jako cel pracy określono zatem zbadanie wpływu ryzyka politycznego na credit rating banków europejskich. Postawiono hipotezę badawczą brzmiącą następująco: "Istnieje istotny statystycznie wpływ uwarunkowań politycznych na credit rating nadawany bankom europejskim". Do badania wykorzystano uporządkowane logitowe modele panelowe. Unikatowość przeprowadzonych badań wynika z luki badawczej na temat wpływu ryzyka politycznego na credit rating banków. (fragment tekstu)

EN

The aim of the paper is to study the impact of the political risk on European banks' credit ratings. A literature review has been made and the following hypothesis has been put: there is a statistically significant impact of the political situation on credit ratings onto European banks. Ordered panel data models have been used in the research. Data have been collected from the Thomson Reuters Database, for 1998-2016 period of time. Foreign and domestic long term issuer credit ratings have been used as dependent variables. (original abstract)

Słowa kluczowe

PL

Ocena zdolności kredytowej; Model logitowy; Ryzyko polityczne

EN

Credit rating; Logit model; Political risk

• Czasopismo: Przedsiębiorczość i Zarządzanie
• Rocznik: 2017
• Numer: t. 18, z. 9, cz. 2 Przedsiębiorczość i zarządzanie w rozwoju ekonomicznym
• Strony: 129--142

Twórcy

autor

Patrycja Chodnicka-Jaworska

• Uniwersytet Warszawski

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