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master's thesis
UTJECAJ KAPITALNIH ZAHTJEVA NA KREDITNI RAST
Diplomski rad
2017. urn:nbn:hr:124:604558
Vasić, Anamarija
University of Split
Faculty of economics Split

Cite this document

Vasić, A. (2017). UTJECAJ KAPITALNIH ZAHTJEVA NA KREDITNI RAST : Diplomski rad (Master's thesis). Split: University of Split, Faculty of economics Split. Retrieved from https://urn.nsk.hr/urn:nbn:hr:124:604558

Vasić, Anamarija. "UTJECAJ KAPITALNIH ZAHTJEVA NA KREDITNI RAST : Diplomski rad." Master's thesis, University of Split, Faculty of economics Split, 2017. https://urn.nsk.hr/urn:nbn:hr:124:604558

Vasić, Anamarija. "UTJECAJ KAPITALNIH ZAHTJEVA NA KREDITNI RAST : Diplomski rad." Master's thesis, University of Split, Faculty of economics Split, 2017. https://urn.nsk.hr/urn:nbn:hr:124:604558

Vasić, A. (2017). 'UTJECAJ KAPITALNIH ZAHTJEVA NA KREDITNI RAST : Diplomski rad', Master's thesis, University of Split, Faculty of economics Split, accessed 29 November 2024, https://urn.nsk.hr/urn:nbn:hr:124:604558

Vasić A. UTJECAJ KAPITALNIH ZAHTJEVA NA KREDITNI RAST : Diplomski rad [Master's thesis]. Split: University of Split, Faculty of economics Split; 2017 [cited 2024 November 29] Available at: https://urn.nsk.hr/urn:nbn:hr:124:604558

A. Vasić, "UTJECAJ KAPITALNIH ZAHTJEVA NA KREDITNI RAST : Diplomski rad", Master's thesis, University of Split, Faculty of economics Split, Split, 2017. Available at: https://urn.nsk.hr/urn:nbn:hr:124:604558

Metadata
TitleUTJECAJ KAPITALNIH ZAHTJEVA NA KREDITNI RAST : Diplomski rad
AuthorAnamarija Vasić
MentorAna Kundid Novokmet (mentor)
MBZ: 294161
GranterUniversity of Split
Faculty of economics Split
Split
Defense date and country2017-12, Croatia
Scientific / art field,
discipline and subdiscipline		SOCIAL SCIENCES
Economics
Finance
Abstract
Prilagodba minimalnim kapitalnim zahtjevima te makroprudencijalnim zaštitnim slojevima kapitala koje donosi Bazel III zahtijeva od banaka povećanje redovnog osnovnog kapitala. Koristeći uzorak od 25 hrvatskih banaka u razdoblju od 2011. do 2015. godine u radu se ispituje hipoteza da bankovni kapital determinira kreditni rast. Hrvatske su banke u promatranom razdoblju povećale odnos ukupnog kapitala i aktive na razini sustava, dok je istovremeno zabilježen opadajući trend prosječnog udjela ukupnih kredita u aktivama banaka. Rezultati statičkog panel modela potvrđuju satistički ne značajan utjecaj bankovne kapitaliziranosti na kreditni rast, stoga što je isti pod utjecajem ostalih faktora specifičnih za krizno i post-krizno razdoblje. Slab oporavak kreditne aktivnosti zajedno sa prevladavajućim rizicima za financijsku stabilnost koji proizlaze iz strukturnih ranjivosti i restrukturiranja koncerna Agrokor ukazuju na primjerenost prevladavajućih zahtjeva za održavanjem regulatornih zaštitnih slojeva kapitala.
Abstract (english)
To comply with Bazel III minimum capital requirements and macroprudential capital buffers banks have to increase quantity of common equity capital. Using the sample od 25 Croatian banks for the years 2011 to 2015 this paper examines the hypothesis that capital requirements determine credit growth. Stylised facts show that banks on aggregate level increased total capital ratio, while the average proportion of total loans in the total assets decreased during the observed period. However, the results of static panel data analyses show statistically insignificant impact of bank capitalisation on credit growth as the letter has been determined by other factors specific for crisis and post-crisis period. Modest recovery of credit growth together with prevailing risks for financial stability that arise from structural vulnerabilities and restructuringof the Agrokor group give strong support for maintaining actual levels of regulatory capital buffers in Croatia.
Keywords
Keywords (english)
Languagecroatian
URN:NBNurn:nbn:hr:124:604558
Study programmeTitle: Business Studies
Study programme type: university
Study level: graduate
Academic / professional title: magistar/magistra ekonomije (magistar/magistra ekonomije)
Type of resourceText
File originBorn digital
Access conditionsOpen access
Terms of useLicence In copyright icon
Created on2018-03-16 12:27:59