Wpływ wyższych wymogów kapitałowych w sektorze bankowym na wzrost gospodarczy

• Authors: Piotr Wdowiński

Title variants

The impact of higher capital requirements in the banking sector on economic growth

• Languages of publication: PL

Abstracts

W artykule przedstawiono szacunek skutków regulacji kapitałowych w sektorze bankowym wraz z analizą uwarunkowań wzrostu gospodarczego w Polsce. Analizę symulacyjną dotyczącą wpływu zagregowanego współczynnika wypłacalności na efektywny popyt na kredyt oraz na wzrost gospodarczy przeprowadzono na podstawie wielorównaniowego modelu ekonometrycznego. (fragment tekstu)

EN

Financial stability can be seen as the maintenance of proper conditions for financial intermediation in the economy while maintaining an acceptable risk. One of long-term objectives of supervisors are the recommendations for capital requirements in the banking sector related to the solvency ratio, within the micro- and macro-prudential policy oriented on systemic risks. It could affect lending and economic processes in the real economy This paper presents a multi--equational model to analyze an effective demand for credit. On the basis of a simulation analysis for the banking sector in Poland it can be inferred that the increase in average capital adequacy ratio could lead to a moderate increase in lending rates and a slight decline in GDP growth. Consequently, additional capital requirements should not have a significant impact on the price of credit. (original abstract)

Keywords

PL

Sektor bankowy; Wzrost gospodarczy; System finansowy; Modele ekonometryczne; Analiza symulacyjna

EN

Banking sector; Economic growth; Financial system; Econometric models; Simulation analysis

• Publisher: Główny Urząd Statystyczny
• Journal: Wiadomości Statystyczne. The Polish Statistician
• Year: 2012
• Issue: nr 7
• Pages: 31-52

Contributors

author

Piotr Wdowiński

• Uniwersytet Łódzki

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