MAKROEKONOMSKE I BANKARSKOJ INDUSTRIJI SPECIFIČNE ODREDNICE NEPRIHODONOSNIH KREDITA : Diplomski rad

U ovom radu analizirane su odrednice neprihodonosnih kredita. Empirijsko istraživanje bazirano je na analizi panel podataka za 19 bankovnih sustava zemalja eurozone u vremenskom razdoblju 2014.-2019. Izvršena je analiza makroekonomskih i bankarskoj industriji specifičnih odrednica neprihodonosnih kredita i to za segment kredita poduzećima i za segment kredita kućanstvima. Prema rezultatima empirijske analize, značajan utjecaj na neprihodonosne kredite oba segmenta imaju rast BDP-a, zaposlenost, profitabilnost banke, kamatne stope i inflacija. Kapitaliziranost i kreditni rast imaju značajan utjecaj samo u segmentu poduzeća, a indeks cijena nekretnina se pokazao značajnim u segmentu kućanstava.This research paper analyzes non-performing loans determinants. Empirical research is based upon panel data analysis which covers 19 banking systems of eurozone within the period 2014.- 2019. Analysis of macroeconomic and bank industry specific non-performing loans determinants was conducted for corporations and households segments, respectively. Results of the empirical analysis confirm that GDP growth, employment, bank profitability, interest rates and inflation significantly impact levels of non-performing loans for both corporate and household segment. Bank capital and credit growth significantly impact only corporate segment, while housing prices affect household segment