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2018 | nr 2, cz. 1 | 65--79
Tytuł artykułu

Interdependence of Ratios in Banking Stability Pentagon

Treść / Zawartość
Warianty tytułu
Współzależność wskaźników w Pięciokącie Stabilności Bankowej
Języki publikacji
EN
Abstrakty
Sektor bankowy jest jednym z kluczowych sektorów w każdej gospodarce, dlatego kwestia stabilności stanowi jeden z głównych tematów badawczych nie tylko naukowców, ale także decydentów. Stabilność sektora bankowego jest szczególnie ważna w procesie transformacji. Celem tego artykułu jest zaproponowanie narzędzia do szacowania stabilności sektora bankowego jako całości. Chociaż narzędzie to można wykorzystać do oszacowania poziomu stabilności dla wszystkich krajów, relacje między różnymi zmiennymi i współzależności wskaźników stosowanych w narzędziu będą się różnić w badanych krajach, co zbadano w artykule. Badanie opiera się na wybranych krajach z dwóch regionów: Bałkanów Zachodnich i państw Morza Bałtyckiego, które są w trakcie transformacji lub właśnie zakończyły ten proces. Ze względu na wybór badanych sektorów bankowych możliwe było przeprowadzenie analizy porównawczej między krajami, które zakończyły już proces transformacji, a krajami, które są obecnie w trakcie transformacji. Badanie opiera się na danych kwartalnych za okres I kw. 2010 r. - I kw. 2016 r. Dane pochodzą z Międzynarodowego Funduszu Walutowego. (abstrakt oryginalny)
EN
The banking sector is one of the key sectors in every economy, therefore, the issue of stability is one of the main interests not only of researchers but also policy-makers. The stability of the banking sector is especially important during a process of transformation. The aim of this article is to present a new tool for estimating the stability of the banking sector as a whole. Although the tool can be used to estimate the level of stability for all countries, the relationships between various variables and interdependence of the ratios used in the tool will differ between the countries surveyed, as tested in the article. The study is based on selected countries from two regions: the Western Balkans and the Baltic Sea states that are either in the process of transformation or have just completed that. Due to the choice of the banking sectors under study, it was possible to perform a comparative analysis between countries that have already undergone the transformation process and those that are currently in the transformation process. The survey is based on quarterly data for the period Q1, 2010-Q1, 2016. The data has been sourced from the International Monetary Fund. (original abstract)
Rocznik
Numer
Strony
65--79
Opis fizyczny
Twórcy
  • Gdansk University of Technology, Poland
Bibliografia
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Typ dokumentu
Bibliografia
Identyfikatory
Identyfikator YADDA
bwmeta1.element.ekon-element-000171564625

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