Детерминанты прибыльности банков в странах с низкими процентными ставками

Целью настоящего исследования является изучение влияния специфических банковских и макроэкономических переменных на финансовые показатели традиционных банков, работающих в новых классифицированных странах (странах с отрицательными процентными ставками) в период 1997-2017 гг.

Методология. Для того, чтобы эмпирически исследовать факторы, определяющие рентабельность, мы использовали обобщенный метод наименьших квадратов (ОМНК) (панельная модель данных FGLS).

Оригинальность / ценность исследования заключается в классификации стран по процентной политике.

Результаты исследования показывают, что специфические для банка и макроэкономические переменные играют очень важную роль в объяснении прибыльности. Например, достаточность капитала отрицательно влияет на процентную маржу (далее - NIM), что означает, что более высокое отношение банковского капитала к совокупным активам может привести к снижению чистой процентной маржи. Аналогичным образом, коэффициент эффективности банка отрицательно связан с NIM, что означает, что более высокие затраты отрицательно влияют на прибыльность банка.

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