ASSESSMENT OF PROFITABILITY AND RISK OF BANKS LISTED ON THE WARSAW STOCK EXCHANGE IN 2004-2009 (Ocena efektywności i ryzyka w bankach notowanych na GPW w Warszawie w latach 2004-2009)

• Authors: Perz Pawel
• Languages of publication: PL

Abstracts

EN

Proper evaluation of banks' activity requires an analysis of profitability and risks undertaken by these institutions. For the purposes of internal reporting banks use Risk Adjusted Performance Measures (RAPM). Brief review of those indicators is presented in the article. Author pointed out the difficulty in determining these indicators by external entities. In authors opinion simple approach based on ROE volatility analysis may be treated as complementary method. In this article the author using ROE volatility analysis assessed the profitability and risk for a group of banks listed on the Warsaw Stock Exchange in 2004-2009.

Keywords

EN

BANKING INDUSTRY; RAPM; RISK; RISK ADJUSTED PERFORMANCE MEASURES

Discipline

• ECONOMICS: ECONOMICS

• Publisher: Wyższa Szkoła Informatyki i Zarządzania z siedzibą w Rzeszowie
• Journal: Finansowy Kwartalnik Internetowy e-Finanse
• Year: 2010
• Volume: Special Issue
• Pages: 74-85
• Document type: ARTICLE

Contributors

author

Perz Pawel

• Dr Pawel Perz, Wyzsza Szkola Informatyki i Zarzadzania w Rzeszowie, ul. Sucharskiego 2, 35-225 Rzeszow, Poland

Identifiers

CEJSH db identifier

10PLAAAA08956