Modelling the causal relations on the Czech credit market

Result code in IS VaVaI
<a href="https://www.isvavai.cz/riv?ss=detail&h=RIV%2F47813059%3A19520%2F12%3A%230001932" target="_blank" >RIV/47813059:19520/12:#0001932 - isvavai.cz</a>
Result on the web
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DOI - Digital Object Identifier
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Result language
angličtina
Original language name
Modelling the causal relations on the Czech credit market
Original language description
The aim of this paper is to analyze the causal relations on the Czech credit market. Analysis of five selected characteristics is realized in period 2000-2010. It used the OLS regression analysis for estimate of model. The regression analysis showed that, in the analyzed period, the quality of portfolio and the concentration of the credit market have negative impact on total loans. The profitability (ROA) and two week repo rate have positive impact on total loans. The share of interest income to total income was excluded from the final model, because redundant variables test - Likelihood ratio confirms, that these variables are not significant for the model.
Czech name
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Czech description
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Project
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Continuities
I - Institucionalni podpora na dlouhodoby koncepcni rozvoj vyzkumne organizace

Publication year
2012
Confidentiality
S - Úplné a pravdivé údaje o projektu nepodléhají ochraně podle zvláštních právních předpisů

Article name in the collection
Conference Proceedings International Scientific Conference ICT for Competitiveness 2012
ISBN
978-80-7248-731-8
ISSN
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e-ISSN
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Number of pages
7
Pages from-to
220-226
Publisher name
Slezská univerzita v Opavě, Obchodně podnikatelská fakulta v Karviné
Place of publication
Karviná
Event location
Petrovice u Karviné
Event date
Jan 1, 2012
Type of event by nationality
WRD - Celosvětová akce
UT code for WoS article
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