Metrika članka

  • citati u SCindeksu: [1]
  • citati u CrossRef-u:[1]
  • citati u Google Scholaru:[=>]
  • posete u poslednjih 30 dana:5
  • preuzimanja u poslednjih 30 dana:4
članak: 3 od 13  
Back povratak na rezultate
Industrija
2016, vol. 44, br. 3, str. 61-76
jezik rada: engleski
vrsta rada: izvorni naučni članak
objavljeno: 02/02/2017
doi: 10.5937/industrija44-10362
Creative Commons License 4.0
Determinante depozitnog potencijal kao inverznog indikatora likvidnosti poslovnih banaka u Srbiji
Univerzitet u Novom Sadu, Ekonomski fakultet, Subotica

e-adresa: smilosevic@ef.uns.ac.rs

Sažetak

Cilj rada predstavlja identifikaciju determinanti likvidnosti komercijalnih banaka u R. Srbiji, posmatrajući makroekonomske i specifične bankarske indikatore, odnosno mikroekonomske indikatore, koji su analizirani putem deskriptivne statistike, korelacije i regresione analize u periodu od 2008. do 2014. godine. Korelacija varijabli se računa na 140 uzoraka za interne I eksterne nezavisne varijable koje su od uticaja na zavisnu varijablu - likvidnost merenu depozitnim indikatorom. Predmet istraživanja predstavlja postupak optimizacije modela likvidnosti, smanjenjenjem faktora likvidnosti, na varijable koje imaju najveći uticaj na pokazatelje likvidnosti - mereno depozitnim potencijalom. Rezultati modela pokazuju da je likvidnost banaka dominantno određena veličniom bankarske aktive. Sa rastom bilansne aktive, banke se izlažu većem riziku likvidnosti. Povećanje adekvatnosti kapitala ima pozitivan efekat na likvidnost banaka. Neto kamatna marža je u pozitivnoj korelaciji sa indikatorom depozitnog potencijala koji ukazuje na negativan uticaj na likvidnost banaka, kao i racio operativnih troškova prema operativnim prihodima.

Ključne reči

Reference

*** (2008-2012) Commercial banks (2008-2014): Annual reports. www.aikbanka.rs, www.alphabankserbia.com, www.bancaintesa.rs, www.posted.co.rs, www.creditagricole.rs, www.cacanskabanka.co.rs, www.erstebank.rs, www.eurobank.rs, www.findomestic.rs, www.hipo-alpe-adr
BIS (2011) A global regulatory framework for more resilient banks and banking systems. Basel, Switzerland: Bank for International Settlements, (revisited version)
BIS (2008) Principles for Sound Liquidity Risk Management and Supervision. Basel: Bank for International Settlements
BIS (2008) Principles for Sound Liquidity Risk Management and Supervision. Basel: Bank for International Settlements
BIS (2009) International framework for liquidity risk measurement, standards and monitoring. Basel: Bank for International Settlements
Bunda, I., Desquilbet, J. (2008) The bank liquidity smile across exchange rate regimes. International Economic Journal, 22(3): 361-386
Central Bank of Serbia (2008-2014) Annual reports. http://www.nbs.rs
Kundid, A., Ercegovac, R., Klipanac, L. (2009) Bank liquidity disress transfer toward real economy ahead of financial crisis. Global Business & Economics Anthology, Volume II, December, Business & Economics Society International
Miljković, M., Filipović, S., Tanasković, S. (2013) Market concentration in the banking sector: Evidence from Serbia. Industrija, vol. 41, br. 2, str. 7-25
Roman, A., Şargu, A.C. (2014) Banks Liquidity Risk Analysis in the New European Union Member Countries: Evidence from Bulgaria and Romania. Procedia Economics and Finance, 15: 569-576
Rose, P. (1991) Commercial bank management - producing and selling financial services. Boston: Irwin
Valla, N., Saes-Escorbiac, B. (2006) Bank liquidity and financial stability. Banque de France Financial Stability Review, pp. 89-104
Vodová, P. (2012) Determinants of commercial banks liquidity in Poland. u: 30th International Conference Mathematical Methods in Economics, Proceedings of, download: http://mme2012.opf.slu.cz/proceedings/pdf/165_Vodova.pdf page 962-967, 18.04.2015
Vodová, P. (2013) Determinants of commercial banks liquidity in Slovakia. download: http://www.opf.slu.cz/kfi/icfb/proc2011/pdf/65_Vodova.pdf 20.02.2015
Vodová, P. (2013) Determinants of commercial banks liquidity in the Czech Republic. ISBN: 978-1-61804-002-2, download: http://is.muni.cz/do/econ/soubory/aktivity/fai/38465793/FAI2013_01_Vodova.pdf 17.02.2015
Vodová, P. (2013) Determinants of commercial banks liquidity in Hungary. download: http://www.slu.cz/opf/cz/informace/acta-academica-karviniensia/casopisy-aak/aak-rocnik-2013/docs-1-2013/Vodova.pdf 17.02.2015
Vodová, P. (2013) Determinants which Affect Liquid Asset Ratio of Czech and Slovak Commercial Banks. Financial Assets and Investing, 4(1)