信用风险管理对北欧商业银行盈利能力的影响外文文献

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1、LundUniversitySchoolofEconomicsandManagementMasterThesisTheImpactofCreditRiskManagementonProfitabilityofNordicCommercialBanksMaster„sprograminFinancebyRóbertHurkaSupervisor:HosseinAsgharianLund,24.05.2017ABSTRACTThisthesisinvestigatescreditriskmanagementinNordiccomm

2、ercialbanksanditseffectonprofitability.Twodeterminantsofcreditriskarechosenaccordingtorelevantliterature,namelyloanlossprovisionratioandcapitaladequacyratio.Thirteenbanksintotalaretheninvestigatedacrossthe16yeartimeframefrom2000-2015.Theresultsseektoaddresstwoessent

3、ialquestions.Firstly,itseekstocapturetherelationbetweencreditriskmanagementandprofitabilityofNordiccommercialbanksinthefulldatasample.Loanlossprovisionratioisfoundtohavenegativeeffectontheperformanceofbanks,whilecapitaladequacyratiopresentsmixedresults.Secondpartoft

4、hethesisfocusesonthefinancialcrisiscomponent,mostnotablyitsimpactonthechangeincreditriskmanagement.Itisshownthatmacroeconomicenvironmentplaysabiggerroleinthedecreaseinprofitabilityafterthefinancialcrisisthancreditriskmanagementdoes.KeyWords:creditriskmanagement,prof

5、itability,Nordiccountries,commercialbanks,loanlossprovision,capitaladequacyratio2TableofContents1.Introduction.......................................................................................................................52.BackgroundoftheBankingSector......

6、..............................................................................72.1BankingSectorafterCrisis.......................................................................................72.2RecentHistoryofScandinavianBankingSector.............................

7、.........................92.3CharacteristicsofScandinavianBankingSector....................................................102.4RegulationoftheBankingSector...........................................................................113.LiteratureReview...............

8、.............................................................................................143.1Importanceofcreditriskmanagement........