OPTIMALNA VELIČINA I RAST BANKE ZA STABILNOST SUSTAVA : Diplomski rad

Cilj ovog rada je utvrditi utjecaj veličine i rasta banke na stabilnost bankovnog poslovanja. Provodi se analiza dinamičkim panel modelima sa Arellano – Bondovim procjeniteljem u 2 koraka te multivarijantna analiza. Analiza na razini bankovnih sustava provedena je korištenjem dva dinamička panel modela pri čemu je u prvom zavisna varijabla udio nenaplativih kredita u ukupnim kreditima, dok je u drugom zavisna varijabla Z-score. Na temelju rezultata oba modela potvrđena je osnovna hipoteza rada – veličina i rast banke povezane su sa stabilnošću banke. Potvrđena je prva pomoćna hipoteza rada – veličina banke doprinosi bankovnoj stabilnosti, dok se druga pomoćna hipoteza na temelju bankovnih sustava zemalja u razvoju nije prihvatila, već se prihvatila njezina alternativna hipoteza – ekspanzija kreditnog poslovanja doprinosi bankovnoj stabilnosti. Multivarijantnom analizom na razini pojedinačnih banaka iz bankovnog sustava Republike Hrvatske dodatno je potvrđena prva pomoćna hipoteza. The aim of this thesis is to identify the influence of bank size and growth on banking stability. The conducted analysis consists of dynamic panel models with Arellano – Bond two step estimator and multivariate analysis. The analysis at the level of banking systems was carried out using two dynamic panel models in which the dependent variable in the first model was the share of non-performing loans in total loans, while in the second model the dependent variable was Z-score. Based on the results of both dynamic panel models, the basic hypothesis of the final work was confirmed – size and growth are associated with banking stability. The first auxiliary hypothesis was also confirmed – bank size contributes bank stability, while the second auxiliary hypothesis, when the analysis is based on the sample of developing countries, was rejected so its alternative hypothesis was accepted – credit expansion contributes to banking stability. Multivariate analysis based on the data of individual banks from the Croatian banking system has further confirmed the first auxiliary hypothesis.