Kvalita úvěrových portfolií a faktory jejich vývoje ve vybraných zemích CEE

The thesis aims to identify and assess factors determining quality of loan portfolio in Visegrad Four in the period of 1998-2014. Literature review helped to identify factors which could have had an impact on loan quality in selected countries. The level of non-performing loans could be influenced by both macroeconomic determinants: GDP growth, unemployment rate, inflation rate, nominal effective exchange rate, and bank specific factors: cost efficiency and capital adequacy. Econometric analysis tests these factors and as statistically significant determinants having impact on quality of loan portfolios identifies mainly macroeconomics determinants (GDP growth, unemployment rate, nominal effective exchange rate) and capital adequacy