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master's thesis
UTJECAJ RIZIKA DRŽAVE NA CIJENE KREDITA STANOVNIŠTVU
diplomski rad
2022. urn:nbn:hr:124:521571
Čalija, Bruna
University of Split
Faculty of economics Split

Cite this document

Čalija, B. (2022). UTJECAJ RIZIKA DRŽAVE NA CIJENE KREDITA STANOVNIŠTVU : diplomski rad (Master's thesis). Split: University of Split, Faculty of economics Split. Retrieved from https://urn.nsk.hr/urn:nbn:hr:124:521571

Čalija, Bruna. "UTJECAJ RIZIKA DRŽAVE NA CIJENE KREDITA STANOVNIŠTVU : diplomski rad." Master's thesis, University of Split, Faculty of economics Split, 2022. https://urn.nsk.hr/urn:nbn:hr:124:521571

Čalija, Bruna. "UTJECAJ RIZIKA DRŽAVE NA CIJENE KREDITA STANOVNIŠTVU : diplomski rad." Master's thesis, University of Split, Faculty of economics Split, 2022. https://urn.nsk.hr/urn:nbn:hr:124:521571

Čalija, B. (2022). 'UTJECAJ RIZIKA DRŽAVE NA CIJENE KREDITA STANOVNIŠTVU : diplomski rad', Master's thesis, University of Split, Faculty of economics Split, accessed 05 May 2024, https://urn.nsk.hr/urn:nbn:hr:124:521571

Čalija B. UTJECAJ RIZIKA DRŽAVE NA CIJENE KREDITA STANOVNIŠTVU : diplomski rad [Master's thesis]. Split: University of Split, Faculty of economics Split; 2022 [cited 2024 May 05] Available at: https://urn.nsk.hr/urn:nbn:hr:124:521571

B. Čalija, "UTJECAJ RIZIKA DRŽAVE NA CIJENE KREDITA STANOVNIŠTVU : diplomski rad", Master's thesis, University of Split, Faculty of economics Split, Split, 2022. Available at: https://urn.nsk.hr/urn:nbn:hr:124:521571

Metadata
TitleUTJECAJ RIZIKA DRŽAVE NA CIJENE KREDITA STANOVNIŠTVU : diplomski rad
AuthorBruna Čalija
MentorAna Kundid Novokmet (mentor)
MBZ: 294161
GranterUniversity of Split
Faculty of economics Split
Split
Defense date and country2022-08, Croatia
Scientific / art field,
discipline and subdiscipline		SOCIAL SCIENCES
Economics
Finance
Abstract
Rizik države sadržan je u premiji kojom investitori nadoknađuju preuzimanje rizika, kao i u trošku financiranju ekonomskih subjekata, ukoliko takvi financijski odnosi imaju međunarodnu komponentu. Sukladno tome, očekuje se da u bankarskom sektoru dominantno strane vlasničke strukture, sektor stanovništva, prilikom plaćanja cijene za svoje kredite plaća i određenu premiju za rizik države. Cilj rada jest analizirati izloženost sektora stanovništva riziku države. Provedena je hijerarhijska regresijska analiza na uzorku od 15 zemalja Euro zone i Hrvatske, u periodu od 2012. do 2021. godine, analizirajući kamatne stope na euro-denominirane stambene kredite i pokazatelje rizika države (rasponi prinosa na dugoročne državne obveznice, CDS rasponi te ocjene rizika države i rizika suvereniteta). Rezultati analize potvrđuju da rizik države utječe na formiranje cijena kredita stanovništvu, ali to ne isključuje važnost drugih determinanti kamatnih stopa na stambene kredite stanovništvu.
Abstract (english)
Country risk is incorporated in the investors’ risk premium, and in the financing costs of economic agents, when financial relationships have international component. Accordingly, it is expected that in the banking sector with a foreign ownership dominance, households pay a certain country risk premium in the final credit price. The aim of this thesis is to analyze the exposure of the household sector to a country risk. For this purpose, a hierarchical regression analysis was carried out on a sample of 15 Eurozone countries and Croatia, in the period from 2012 to 2021, by analyzing interest rates on euro-denominated housing loans and indicators of country risk (yield spreads on long-term government bonds, CDS spreads and assessments of state risk and sovereignty risk). The results confirm that country risk shapes the credit price for the household sector, but that does not exclude importance of other determinants of interest loans on housing loans.
Keywords
Keywords (english)
Languagecroatian
URN:NBNurn:nbn:hr:124:521571
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 conditionsAccess restricted to students and staff of home institution
Terms of useLicence In copyright icon
Created on2022-09-22 09:40:29