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Wojna depozytowa w polskim sektorze bankowym

Author

Listed:
  • Mateusz Mokrogulski

Abstract

Celem artykułu jest ukazanie zjawiska wojny depozytowej w polskim sektorze bankowym od roku 2008 wraz z podaniem genezy zjawiska oraz próbą oceny skutków. Badanie koncentruje się na ilościowym opisie zachodzących procesów i zawiera jednorównaniowy model ekonometryczny. W pracy dokonano również oceny sektora bankowego w Polsce na tle innych krajów Unii Europejskiej. Analiza ma zatem również charakter porównawczy. Całość uzupełniono o wątek instytucjonalny związany z działalnością nadzoru nad rynkiem finansowym w Polsce. Z przeprowadzonych obliczeń wynika, że wojna depozytowa dotyczyła przede wszystkim terminów pierwotnych powyżej 1 miesiąca do 3 miesięcy oraz powyżej 3 miesięcy do 6 miesięcy. W związku z podwyżką oprocentowania, banki zanotowały znaczący wzrost wolumenu lokat dla ww. tenorów. Wyniki modelowania pokazały, że wzrost oprocentowania depozytów o 1 pp. implikował zwiększenie wolumenu depozytów przeciętnie o 2,7 % w skali miesiąca. W przypadku depozytów o terminie pierwotnym (1M; 3M> ów wzrost wynosił 5,4 %. Ponadto, pomimo zwiększenia kosztów odsetkowych w okresie wojny depozytowej, banki w Polsce nie odnotowały spadku wyników finansowych na tle banków europejskich. Dodatkowym czynnikiem zachęcającym banki do utrzymywania odpowiednio wysokiego poziomu płynnych środków są normy płynnościowe Komisji Nadzoru Finansowego (KNF), wprowadzone w 2008 r. W przyszłości powstawaniu wojen depozytowych może zapobiegać pozyskanie przez banki finansowania długoterminowego.

Suggested Citation

  • Mateusz Mokrogulski, 2014. "Wojna depozytowa w polskim sektorze bankowym," Gospodarka Narodowa. The Polish Journal of Economics, Warsaw School of Economics, issue 4, pages 79-99.
    • Handle: RePEc:sgh:gosnar:y:2014:i:4:p:79-99
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    References listed on IDEAS

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    JEL classification:

    • D20 - Microeconomics - - Production and Organizations - - - 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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