Profitability of foreign banks in c entral and eastern europe does the mode of entry matter
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Авторы статьи: Olena Havrylchyk Emilia Jurzyk Работу выполнили: Щербаков Кирилл PowerPoint PPT Presentation


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Анализ статьи «Profitability of foreign banks in C entral and Eastern Europe: does the mode of entry matter?». Авторы статьи: Olena Havrylchyk Emilia Jurzyk Работу выполнили: Щербаков Кирилл Кирэу Еуджениу Ельшаев Александр. Цель работы.

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Авторы статьи: Olena Havrylchyk Emilia Jurzyk Работу выполнили: Щербаков Кирилл

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Profitability of foreign banks in c entral and eastern europe does the mode of entry matter

Profitability of foreign banks in Central and Eastern Europe: does the mode of entry matter?

:

OlenaHavrylchyk

Emilia Jurzyk

:


Olena havrylchyk emilia jurzyk

  • - , :

    • ( ; domesticbanks)

    • ( ; takeovers)

    • ( ( ) ; greenfields)

  • 419 , .


Olena havrylchyk emilia jurzyk

,

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Olena havrylchyk emilia jurzyk

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Olena havrylchyk emilia jurzyk

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Olena havrylchyk emilia jurzyk

  • 11 1993 2004 .

  • 419 .

  • , .

  • 1864 -.

  • 84% .


Olena havrylchyk emilia jurzyk

  • Return On Assets(ROA),

  • Net interest margin(NIM),

  • Net non-interest income(NII),

  • Capitalization(Capital),

  • loan loss provisions (LLP),

  • ratio of personnel and administrative costs to total assets(Costs),

  • Loans-to-assets, Deposits-to-assets (L-to-A,D-to-A)


Olena havrylchyk emilia jurzyk

  • ROA -greenfield , .

  • -greenfield , - .

  • ROA, LLP .

  • , .


Olena havrylchyk emilia jurzyk

  • ROA :

    • Dummy- ,

    • ,

    • .

    • ( greenfield takeover)

    • ( greenfield takeover)


Olena havrylchyk emilia jurzyk

  • ROAijt =0+1Takeoverijt+2Greenfieldijt+3Bank Characteristicsijt+ 4Macrojt + 5Market Structurejt+ Hostj +t +ijt-

  • ROAijt=0+1Takeoverijt+2Greenfieldijt+3Bank Characteristicsijt+ 4Macrojt + 5Market Structurejt + 6 International Factorsijt+ Hostj + Homeijt +t +ijt - greenfield takeover.


Olena havrylchyk emilia jurzyk

  • ROAit = NIMit + NIIit LLPit Costsit

  • Bank Characteristics:

    • Capital = Equity / Total Assets

    • Loans/ Total Assets

    • Deposits / Total Assets ( )

  • Macro:

    • Host interest rate

    • Host GDP

    • Exchange rate volatility


Olena havrylchyk emilia jurzyk

  • Market Structure:

    • HerfindahlIndex

    • Market Share

    • X-efficiency

    • Stock market capitalization

  • Internationalfactors:

    • Parent bank NIM

    • Capitalization

    • Home market GDP growth

    • Interest rates


Olena havrylchyk emilia jurzyk

:

  • ROA 0,95 , .

  • /.

  • /, .


Olena havrylchyk emilia jurzyk

: .

  • , , .

  • : 0,47 .

  • -greenfield , .


Olena havrylchyk emilia jurzyk

:

  • , ( ROA 0,82 ).

  • () . ROA 1.82 ).

  • .

  • , .


Olena havrylchyk emilia jurzyk

:

  • . - (Parent bank NIM) . NIM ROA 0,51 .., ROA 0,75 ..

  • .

  • , , , . ROA 0,55 ..


Olena havrylchyk emilia jurzyk

ROA

  • ROAit = NIMit + NIIit LLPit Costsit

  • (NIM) (NII) .

  • ROE greenfield :

    • ( 6,43 ..) ( )

    • ( 1,23 ..) ( greenfield)


Olena havrylchyk emilia jurzyk

  • - greenfield , . .

  • , .


Olena havrylchyk emilia jurzyk

  • . ( ). .

  • , , .

  • LLP.


Olena havrylchyk emilia jurzyk

  • - greenfield ( 0.13 .. ). .

  • , , .

  • .


Olena havrylchyk emilia jurzyk

.

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  • .

  • .

  • . , .

  • , . , .


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