Wybrane miary niestabilności sektora bankowego

• Authors: Aleksandra Szunke

Title variants

EN

Selected Measures of Banking Sector Instability

• Languages of publication: PL

Abstracts

EN

Disorders in the global financial markets, increasing the systemic risk and strong interdependence of financial institutions paid attention to the problem of the financial system instability. It is pointed out that the main source of financial instability are problems in the banking sector. Recognition the banking sector as the most important channel for the transfer of impulses that determine the risk of financial instability, indicates the existence of the phenomenon of the banking sector instability. Difficulties in identifying and estimating the scale of instability are a result of lack of clear and widely recognized quantitative measures. The study presents measures which may be used to identify and estimate the scale of banking sector instability based on selected positions from the annual reports of the 20 largest banks in the world in terms of total assets in 2011 ranked by Global Finance. It was analyzed banks' indicators such as capital adequacy, financial leverage and profitability indicator ratios: ROA and ROE. Aggregated data of individual institutions can be generalized to the entire banking sector.

Keywords

PL

Adekwatność kapitałowa; Dźwignia finansowa; Finanse; Sektor bankowy

EN

Banking sector; Capital adequacy; Finance; Financial leverage

• Publisher: Uniwersytet Ekonomiczny w Katowicach
• Journal: Studia Ekonomiczne
• Year: 2014
• Volume: 171
• Pages: 50-64

Contributors

author

Aleksandra Szunke

References

• F.S. Mishkin: Global Financial Instability: Framework, Events, Issues. "Journal of Economic Perspectives" 1999, Vol. 13, No. 4, s. 3-20.
• C. Reinhart, K.S. Rogoff: This Time Is Different: Eight Centuries of Financial Folly. Princeton University Press, Princeton 2009;
• G.B. Gorton: Slapped by the Invisible Hand. The Panic of 2007. Oxford University Press, Oxford 2010.
• P. Niedziółka: Kredytowe instrumenty pochodne a stabilność finansowa. Oficyna Wydawnicza SGH, Warszawa 2011, s. 79.
• Lehman Brothers: Capital Adequacy Review. 11 września 2008 r., s. 1.
• W. Buiter: Lessons from the 2007 Financial Crisis. CEPR Bulletin, Londyn, marzec 2008, s. 9.

Identifiers

ISSN

2083-8611