O artykule
Data publikacji: 29 lip 2024
Zakres stron: 43 - 52
DOI: https://doi.org/10.25142/aak.2024.004
Słowa kluczowe
© 2024 Jan Kostka et al., published by Sciendo
This work is licensed under the Creative Commons Attribution-NonCommercial-NoDerivatives 4.0 International License.
The aim of the paper is to estimate the determinants of bank stability in the Czech banking sector. The effect of selected bank-specific and macroeconomic variables on bank stability measured by Z-score is examined using econometric analysis. The data set consists of a sample of the Czech banks operating together with macroeconomic factors, and the period of observation is from 2001 to 2020 on an annual basis. Using generalized method of moments, it was found that the determinants that affect the banking stability include the ratio of classified loans to total loans of the bank, capitalization and inflation rate.