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Rentowność banków komercyjnych a ich płynność w kontekście implementacji ilościowych norm płynności rekomendowanych przez Bazylejski Komitet ds. Nadzoru Bankowego

Author

Listed:
  • Renata Karkowska

    (Uniwersytet Warszawski, Wydział Zarządzania)

  • Paweł Niedziółka

    (Szkoła Główna Handlowa w Warszawie, Instytut Bankowości)

Abstract

Implementacja zaleceń Bazylei III w zakresie norm płynności i finansowania banków ma za zadanie zmniejszyć ryzyko niestabilności sektora bankowego, a tym samym prawdopodobieństwo występowania kryzysów finansowych. Spełnienie wymogów regulacji CRD IV/CRR powinno przyczynić się do ograniczenia niedopasowania terminów zapadalności aktywów i wymagalności pasywów banków. Będzie to wymuszało zmiany w strukturze ich majątku oraz źródeł finansowania. Opracowanie ma na celu weryfikację zmian w strukturze bilansowej banków komercyjnych w zakresie płynności i źródeł finansowania oraz ich wpływu na rentowność banków w krajach europejskich w latach 2000−2016. Okres ten pozwoli na identyfikację zmian, jakie miały miejsce w okresie przed i po kryzysie finansowym 2007−2008. Dodatkowo badanie wykonano w podziale na podgrupy krajów o różnym położeniu geograficznym. Analiza dowiodła, że rentowność banków europejskich jest pozytywnie i istotnie statystycznie uzależniona od prowadzonej polityki kredytowej. Z kolei wzrost płynności sektora przekłada się na spadek rentowności. Tendencja ta nasila się po kryzysie 2007−2008 i jest istotniejsza w krajach Europy Zachodniej.

Suggested Citation

  • Renata Karkowska & Paweł Niedziółka, 2019. "Rentowność banków komercyjnych a ich płynność w kontekście implementacji ilościowych norm płynności rekomendowanych przez Bazylejski Komitet ds. Nadzoru Bankowego," Bank i Kredyt, Narodowy Bank Polski, vol. 50(2), pages 149-172.
  • Handle: RePEc:nbp:nbpbik:v:50:y:2019:i:2:p:149-172
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    References listed on IDEAS

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    More about this item

    Keywords

    bankowość; płynność; rentowność; Basel III;
    All these keywords.

    JEL classification:

    • G00 - Financial Economics - - General - - - General
    • G18 - Financial Economics - - General Financial Markets - - - Government Policy and Regulation
    • G20 - Financial Economics - - Financial Institutions and Services - - - General
    • G21 - Financial Economics - - Financial Institutions and Services - - - Banks; Other Depository Institutions; Micro Finance Institutions; Mortgages
    • G28 - Financial Economics - - Financial Institutions and Services - - - Government Policy and Regulation

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