Detail práce

Competition, efficiency and soundness in banking

Autor: Mgr. Alžběta Jankovská
Rok: 2014 - letní
Vedoucí: doc. PhDr. Adam Geršl Ph.D.
Konzultant:
Typ práce: Diplomová
Ekonomická teorie
Jazyk: Anglicky
Stránky: 84
Ocenění:
Odkaz: https://is.cuni.cz/webapps/zzp/detail/134079/
Abstrakt: There is an ongoing debate whether the impact of competition on bank soundness is positive or
negative. Traditionally, it was assumed that there is a trade-off between competition and bank
soundness. On the other hand, some recent studies suggest that competition has a positive effect
on bank soundness. In this thesis, we will focus on the concept of efficiency as a possible link between competition and bank soundness. Firstly, we will summarize different approaches to measure competition, efficiency and soundness in banking sector. Subsequently, we will focus
on hypotheses formulated to describe the link between competition in financial sector and bank
soundness, between
efficiency and bank soundness and between bank competition and
efficiency. The empirical part, we will examine whether there is a link between competition
and soundness via efficiency channel. Our analysis is based on dataset contains commercial
banks from Visegrad group during period 2008
–2012. We will exploit the Boone indicator as
a measure of competition, the SFA approach to obtain efficiency score and soundness will be
derived from z-score. The empirical evidence confirmed the positive link between
competition and bank soundness via efficiency channel

Partneři

Deloitte

Sponzoři

CRIF
McKinsey
Patria Finance