Work detail

The role of bank management in the European banks' stability during the global financial crisis 2007-2008

Author: Bc. Olena Melnychuk
Year: 2016 - summer
Leaders: Mgr. Iuliia Brushko M.A., Ph.D.
Consultants:
Work type: Bachelors
Language: English
Pages: 55
Awards and prizes:
Link: https://is.cuni.cz/webapps/zzp/detail/165612/
Abstract: During the crisis of 2007-2008, many banks had to improve their management
because their previous models could not cope with the increase in the number of
defaults on mortgage loans and new risks produced by credit derivatives. The goal of
this study is to define what factors were the most significant determinants of the
stability of large banks of Europe during the crisis of 2007-2008. This study
concentrates mostly on the indicators of the management of loan portfolio in major
banks of Europe. For this purpose, the thesis uses a balanced panel data of 69
banks in 18 largest European countries during 2006-2009. Furthermore, from the
results of tests on the significance of used variables, the model that evaluates the
distance from the insolvency for banks is constructed.

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