Determinants of Solvency in Selected CEE Banking Sectors: Does Affiliation with the Financial Conglomerate Matter?
The result's identifiers
Result code in IS VaVaI
<a href="https://www.isvavai.cz/riv?ss=detail&h=RIV%2F47813059%3A19520%2F19%3AA0000008" target="_blank" >RIV/47813059:19520/19:A0000008 - isvavai.cz</a>
Result on the web
<a href="https://acta.mendelu.cz/67/2/0493/" target="_blank" >https://acta.mendelu.cz/67/2/0493/</a>
DOI - Digital Object Identifier
<a href="http://dx.doi.org/10.11118/actaun201967020493" target="_blank" >10.11118/actaun201967020493</a>
Alternative languages
Result language
angličtina
Original language name
Determinants of Solvency in Selected CEE Banking Sectors: Does Affiliation with the Financial Conglomerate Matter?
Original language description
The aim of this paper is to describe the development of bank solvency in six selected Central and Eastern European countries (Bosnia and Herzegovina, Bulgaria, Croatia, Romania, Serbia and Slovenia) and to find out if the share of equity in total assets is influenced by the affiliation of banks with financial conglomerate or if other determinants are more important. The data cover the period from 2011 to 2017. The highest level of capital buffers hold Serbian banks, solvency of Croatian and Slovenian banks is below average. The results of the panel data regression analysis showed that the affiliation of banks with financial conglomerate does not statistically significant affect the simplified solvency ratio in these selected CEE countries. Instead, some bank-specific and macroeconomic factors matter. Especially important is the lagged value of bank solvency. Among other factors, bank profitability and liquidity, quality of its loan portfolio and size of the bank, as well as the economic cycle and price of credit and debt were significant for some countries.
Czech name
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Czech description
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Classification
Type
J<sub>SC</sub> - Article in a specialist periodical, which is included in the SCOPUS database
CEP classification
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OECD FORD branch
50206 - Finance
Result continuities
Project
<a href="/en/project/GA16-17796S" target="_blank" >GA16-17796S: Affiliation with financial conglomerate as a determinant of performance and risk of banks</a><br>
Continuities
P - Projekt vyzkumu a vyvoje financovany z verejnych zdroju (s odkazem do CEP)
Others
Publication year
2019
Confidentiality
S - Úplné a pravdivé údaje o projektu nepodléhají ochraně podle zvláštních právních předpisů
Data specific for result type
Name of the periodical
Acta Universitatis Agriculturae et Silviculturae Mendeleianae Brunensis
ISSN
1211-8516
e-ISSN
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Volume of the periodical
67
Issue of the periodical within the volume
2
Country of publishing house
CZ - CZECH REPUBLIC
Number of pages
9
Pages from-to
493-501
UT code for WoS article
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EID of the result in the Scopus database
2-s2.0-85071591490