ANALIZA PROFITABILNOSTI BANAKA U REPUBLICI HRVATSKOJ I NJENIH ODREDNICA : Diplomski rad

Cilj ovog rada bio je identificirati determinante profitabilnosti banka u Hrvatskoj. U tu svrhu provedena je panel analiza nad uzorkom od 24 banke u Hrvatskoj, za period od 2003. do 2017. godine, s pokazateljem povrata na imovinu (ROA) kao zavisnom varijablom odnosno mjerom profitabilnosti. Rezultati istraživanja pokazali su kako rizik likvidnosti i kapitalizacija, kao interne determinante, te koncentracija industrije i BDP per capita, kao eksterne determinante, imaju pozitivan i statistički značajan utjecaj na profitabilnost banaka u Hrvatskoj. S druge strane, kreditni rizik i troškovna efikasnost, kao interne determinante, te inflacija kao eksterna determinanta, imaju negativan i statistički značajan utjecaj na profitabilnost banaka.The aim of this paper was to identify the determinants of profitability of the bank in Croatia. For this purpose, a panel analysis was conducted over a sample of 24 banks in Croatia, for the period from 2003 until 2017. Return on asset (ROA) was employed measure of profitability and depended variable in the dynamic panel model. The results of the analysis showed that liquidity risk and capitalization, as internal determinants, and concentration of industry and GDP per capita, as external determinants, have a positive, statistically significant, impact on the bank profitability in Croatia. On the other hand, credit risk and cost effectiveness, as internal determinants, and inflation as an external determinant, have a negative and statistically significant impact on the profitability of banks