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Author
Chodnicka-Jaworska Patrycja (Uniwersytet Warszawski)
Title
Wpływ wskaźników finansowych na ratingi kredytowe banków z krajów strefy euro
The Impact of Financial Indicators on Credit Ratings of Banks From Eurozone
Source
Nauki o Finansach / Uniwersytet Ekonomiczny we Wrocławiu, 2016, nr 3 (28), s. 27-37, rys., tab., bibliogr. 15 poz.
Financial Sciences / Uniwersytet Ekonomiczny we Wrocławiu
Keyword
Ocena zdolności kredytowej, Rentowność, Aktywa, Ryzyko kredytowe
Credit rating, Profitability, Assets, Credit risk
Note
streszcz., summ.
Abstract
Celem artykułu jest analiza determinant mających wpływ na credit rating banków należących do strefy euro. W związku z tym dokonano przeglądu literaturowego, na podstawie którego postawiono hipotezę: istotny statystycznie wpływ na credit rating danego banku wywierają wskaźniki jakości aktywów, zyskowności, płynności, adekwatności kapitałowej. Do weryfikacji postawionej hipotezy zastosowano logitowe modele panelowe. Do badania zebrano informacje na temat publikacji długoterminowych ratingów kredytowych banków w latach 1998-2015. Credit ratingi zdekodowano liniowo na dane o charakterze liczbowym. Jako zmienne niezależne wykorzystano wskaźniki finansowe. Do badania użyto danych kwartalnych. Niezbędne dane pozyskano z bazy Thomson Reuters.(abstrakt oryginalny)

The aim of the article is to analyze the determinants affecting the banks' credit ratings from the Eurozone. Therefore, a literature review was made on the basis of which a hypothesis was put: asset quality, profitability, liquidity and capital adequacy indicators have statistically significant effect on the banks' credit ratings. To verify the hypothesis there were used logit panel data models. For the research information was collected on the publication of the long-term issuer banks' credit ratings in 1998-2015 period of time. Credit ratings were decomposed linearly on the numeric varibales. Financial indicators were used as independent variables. The study used quarterly data. Necessary data were obtained from the Thomson Reuters database.(original abstract)
Accessibility
The Main Library of the Cracow University of Economics
The Library of Warsaw School of Economics
The Library of University of Economics in Katowice
The Main Library of Poznań University of Economics and Business
The Main Library of the Wroclaw University of Economics
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Bibliography
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Cited by
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ISSN
2080-5993
Language
pol
URI / DOI
http://dx.doi.org/10.15611/nof.2016.3.02
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