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Współczynnik wypłacalności jako miara adekwatności kapitałowej banków w Polsce

100%
Kochaniak K.
Zeszyty Naukowe Uniwersytetu Ekonomicznego w Krakowie
|
2012
|
issue 889
17-48
EN
The paper presents one of the most important measures in the Polish banking sector, the Capital Adequacy Ratio, which since 1990 has been an indicator of the safety and financial stability at particular banks and throughout the banking system. At the beginning, the measure originally provided information about the equity coverage of credit risk. Over the last 20 years it has been systematically modified, as further risks were identified in the banking industry. All those changes were accompanied by variations of the definition of bank equity. The modifications of legal regulations led to inconsistency in CAR values in groups of commercial and cooperative banks. The aim of this paper is to present those legislative changes which had a significant impact on the metric’s formula in the years 1990–2009, and to answer the following questions: Were there any significant differences between the values of CAR in groups of commercial and cooperative banks in the years 2002–2009? Were groups of banks threatened with an inappropriate CAR value? Did the changes in legal acts affect changes in the value of the measure analysed? Was the growth of risk accompanied by a sufficient increase in the groups’ equity? Empirical analysis was conducted on financial data published by the Polish Financial Supervision Authority.
2

PROFITABILITY AND CAPITAL ADEQUACY IN CENTRAL AND EASTERN EUROPEAN COUNTRIES IN THE LIGHT OF THE BASEL III REQUIREMENTS – A FORECAST APPROACH

75%
Radulescu M., Banica L.
Ekonomický časopis (Journal of Economics)
|
2018
|
vol. 66
|
issue 5
479 – 502
EN
Previous studies have shown that the banking sector of the Central and Eastern European (CEE) countries performed better than other developed European sectors during the crisis, due to their sound capitalization and a high profitability before the crisis. That is why we consider that it is interesting to see how they will perform in terms of the profitability and capitalization ratios during 2016 – 2017 in the light of the new international capital adequacy regulations. We have used Combinatorial forecasting method and Artificial Neural Networks (ANN) forecasting method for the banking sectors of five Central and Eastern European countries, non-members of the Eurozone, in order to predict the further developments of capital adequacy ratio, return on assets (ROA) and net interest margin during 2016 – 2017. Our results show that the capital adequacy ratio will improve in all five analysed banking sectors. The bank net interest margin will increase in all five banking sectors (except in the Czech banking sector) and ROA will increase a lot in Hungary, but also in Bulgaria and Romania, while in Poland and in the Czech Republic it will slowly increase.
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