BANK CAPITAL, RISK AND PERFORMANCE IN EUROPEAN BANKING: A CASE STUDY ON SEVEN BANKING SECTORS

被引：0

作者：

Witowschi, Irina Raluca Busuioc ^{[1
]}

Luca, Florin Alexandru ^{[1
]}

机构：

[1] Tech Univ Gheorge Asachi Iasi, Iasi, Romania

来源：

PRAGUE ECONOMIC PAPERS | 2016年 / 25卷 / 02期

关键词：

capital ratios; risk; profitability; European banks; PROFITABILITY; DETERMINANTS; EFFICIENCY; FOREIGN; TESTS;

D O I：

暂无

中图分类号：

F [经济];

学科分类号：

02 ;

摘要：

The aim of this paper is to evaluate the way in which capital influences profitability of banks and exposure to risk in seven European countries: Austria, Bulgaria, Greece, Italy, Romania, the Netherlands and Hungary. Based on previous studies, we developed a model of simultaneous equations to analyse the relation between capital, risk and performance. The model includes 68 banks and covers the period between 2006 and 2011. In addition, estimations have been made for the three capital ratios (own capital ratio, tier 1 ratio and capital adequacy ratio) for each country included in this study. The obtained results have revealed the existence of a negative relationship between capital and taken risks and a positive relationship between capital and profitability, as well as between risk and profitability.

引用

页码：127 / 142

页数：16

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