| Title |
Verslo ciklų įtaka ES bankinio sektoriaus pelningumui / |
| Translation of Title |
Impact of Business Cycles on the EU Banking Sector. |
| Authors |
Gedraitienė, Agnė |
| Full Text |
|
| Pages |
76 |
| Keywords [eng] |
business cycles ; net profit ; loan portfolio ; consolidated European Union banking sector ; polynomial regression |
| Abstract [eng] |
The Master Thesis analyzes and assesses the impact of macroeconomic indicators of business cycles on the consolidated performance of the European Union banking sector: loan portfolio size and net profit. The first section of the paper discusses and analyses theoretical and practical aspects of the past research results, experience gained, and lessons learned from the past recessions and crisis. Chapter Two presents the theoretical description of the methods used: correlation and polynomial regression. The third section describes methods and criteria for the selection of macroeconomic indicators which describe business cycle periods. Two macro econometric polynomial regression models describing the consolidated loan portfolio and net profitability of the European Union banking sector are also presented. Both models are based on other bank performance measures and business cycle macroeconomic indicators. The third section also describes the findings and suggestions identified during the study. Thesis offers suggestions on which changes in macroeconomic indicators banking sector need to address in order to achieve a stable and sustainable financial sector in the European Union. |
| Dissertation Institution |
Mykolo Romerio universitetas. |
| Type |
Master thesis |
| Language |
Lithuanian |
| Publication date |
2020 |
