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Identyfikacja i analiza porównawcza instytucji systemowo wa¿nych w Europie. (The analytical framework for identifying and benchmarking systemically important financial institutions in Europe.)

Author

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  • Renata Karkowska

    (Wydzial Zarzadzania, Uniwersytet Warszawski)

Abstract

The aim of this article is to identify systemically important banks on a European scale, according the criteria proposed by supervisory authorities. In this study, we discuss the analytical framework for identifying and benchmarking systemically important financial institutions. We selected a group of 36 largest banks in Europe and analyzed their risk indicators, i.e.: leverage, liquidity, capital ratio, asset quality and profitability, as a source of systemic risk. The aim of the study is to find out whether the size of an institution generates higher systemic risk. We find that risk indicators of excessive debt, liquidity, capital adequacy and effectiveness for the largest commercial banks in Europe do not differ from the average across Europe.

Suggested Citation

  • Renata Karkowska, 2014. "Identyfikacja i analiza porównawcza instytucji systemowo wa¿nych w Europie. (The analytical framework for identifying and benchmarking systemically important financial institutions in Europe.)," Problemy Zarzadzania, University of Warsaw, Faculty of Management, vol. 12(48), pages 25-40.
    • Handle: RePEc:sgm:pzwzuw:v:12:i:48:y:2014:p:25-40
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    More about this item

    Keywords

    banking; Systemically Important Financial Institutions; SIFI; systemic risk; liquidity; leverage; profitability;
    All these keywords.

    JEL classification:

    • F36 - International Economics - - International Finance - - - Financial Aspects of Economic Integration
    • F65 - International Economics - - Economic Impacts of Globalization - - - Finance
    • G21 - Financial Economics - - Financial Institutions and Services - - - Banks; Other Depository Institutions; Micro Finance Institutions; Mortgages
    • G32 - Financial Economics - - Corporate Finance and Governance - - - Financing Policy; Financial Risk and Risk Management; Capital and Ownership Structure; Value of Firms; Goodwill
    • G33 - Financial Economics - - Corporate Finance and Governance - - - Bankruptcy; Liquidation

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