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The Analysis of the Correlation between the Banking System Profile and its Involvement in Transactions with Financial Derivatives

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  • Ghi?ã-Mitrescu Silvia

    (Ovidius University of Constanta, Faculty of Economic Sciences)

Abstract

The use of derivatives by commercial banks is a thorny problem lately, mainly because of the opinion of some experts that that activity led to the global financial crisis. This paper does not aim to analyze the effects that the use of derivatives by banks has on their performances, but to determine a profile of banks interested in using derivatives. To do this we will try to establish a statistical correlation between the volume of derivative transactions and two important components of the commercial banks’ balance sheet: total value of assets and loans granted. The data used refers to the Czech banking system. The conclusions drawn from the analysis revealed a direct correlation between the banks’ size and the size of their intermediation activities, on one hand, and their involvement in derivative transactions, o the other hand.

Suggested Citation

  • Ghi?ã-Mitrescu Silvia, 2012. "The Analysis of the Correlation between the Banking System Profile and its Involvement in Transactions with Financial Derivatives," Ovidius University Annals, Economic Sciences Series, Ovidius University of Constantza, Faculty of Economic Sciences, vol. 0(2), pages 1145-1148, Decembre.
    • Handle: RePEc:ovi:oviste:v:xii:y:2012:i:2:p:1145-1148
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    More about this item

    Keywords

    financial derivatives; banking system; total assets; total loans; correlation;
    All these keywords.

    JEL classification:

    • G21 - Financial Economics - - Financial Institutions and Services - - - Banks; Other Depository Institutions; Micro Finance Institutions; Mortgages

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