Acta academica karviniensia 2012, 12(1):49-59 | DOI: 10.25142/aak.2012.005

BANKOVNÍ RIZIKA JAKO DETERMINANTY ČISTÉ ÚROKOVÉ MARŽE V BANKOVNÍM SEKTORU ČESKÉ REPUBLIKY

Marek Dohnal
Ing. Marek Dohnal, student doktorského studia, Obchodně podnikatelská fakulta v Karviné, Slezská univerzita v Opavě, Univerzitní náměstí 1934/3, 733 40 Karviná, marek.dohnal@centrum.cz

The article explores the influence of the selected banking risks on the net interest margin (NIM) of banks in the Czech banking sector. The study estimates potential impact of credit, liquidity, interest and capital risks on the net interest margin. The analysis is carried out with the annual panel data of the Czech Republic banks in the period from 2000 to 2009. Panel regression with fixed effects was used as a key method. From the results of empirical tests it is obvious that the selected risks are not significant determinants of the net interest margin. The estimations acknowledge that the growth of the capital risk causes increase in the net interest margin. Whereas the growth of the liquidity risk is connected with decrease in the net interest margin.

Keywords: net interest margin, credit risk, liquidity risk, interest risk, capital risk, panel regression with fixed effects
JEL classification: C23, G21, G32

Published: March 30, 2012  Show citation

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Dohnal M. BANKOVNÍ RIZIKA JAKO DETERMINANTY ČISTÉ ÚROKOVÉ MARŽE V BANKOVNÍM SEKTORU ČESKÉ REPUBLIKY. Acta academica karviniensia. 2012;12(1):49-59. doi: 10.25142/aak.2012.005.
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