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master's thesis
Procjena odrednica profitabilnosti banke: usporedna studija za EU i SAD banke
Diplomski rad
2024. urn:nbn:hr:145:360986
Vujanić, Matej
Josip Juraj Strossmayer University of Osijek
Faculty of Economics and Business in Osijek
Chair of Finance and Accounting

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Vujanić, M. (2024). Procjena odrednica profitabilnosti banke: usporedna studija za EU i SAD banke : Diplomski rad (Master's thesis). Osijek: Josip Juraj Strossmayer University of Osijek, Faculty of Economics and Business in Osijek. Retrieved from https://urn.nsk.hr/urn:nbn:hr:145:360986

Vujanić, Matej. "Procjena odrednica profitabilnosti banke: usporedna studija za EU i SAD banke : Diplomski rad." Master's thesis, Josip Juraj Strossmayer University of Osijek, Faculty of Economics and Business in Osijek, 2024. https://urn.nsk.hr/urn:nbn:hr:145:360986

Vujanić, Matej. "Procjena odrednica profitabilnosti banke: usporedna studija za EU i SAD banke : Diplomski rad." Master's thesis, Josip Juraj Strossmayer University of Osijek, Faculty of Economics and Business in Osijek, 2024. https://urn.nsk.hr/urn:nbn:hr:145:360986

Vujanić, M. (2024). 'Procjena odrednica profitabilnosti banke: usporedna studija za EU i SAD banke : Diplomski rad', Master's thesis, Josip Juraj Strossmayer University of Osijek, Faculty of Economics and Business in Osijek, accessed 14 February 2025, https://urn.nsk.hr/urn:nbn:hr:145:360986

Vujanić M. Procjena odrednica profitabilnosti banke: usporedna studija za EU i SAD banke : Diplomski rad [Master's thesis]. Osijek: Josip Juraj Strossmayer University of Osijek, Faculty of Economics and Business in Osijek; 2024 [cited 2025 February 14] Available at: https://urn.nsk.hr/urn:nbn:hr:145:360986

M. Vujanić, "Procjena odrednica profitabilnosti banke: usporedna studija za EU i SAD banke : Diplomski rad", Master's thesis, Josip Juraj Strossmayer University of Osijek, Faculty of Economics and Business in Osijek, Osijek, 2024. Available at: https://urn.nsk.hr/urn:nbn:hr:145:360986

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Metadata
TitleProcjena odrednica profitabilnosti banke: usporedna studija za EU i SAD banke : Diplomski rad
Title (english)Estimating the determinants of bank profitability: comparative study for EU and US banks : Graduate paper
AuthorMatej Vujanić
MentorIvo Mijoč (mentor)
Committee memberDubravka Pekanov (predsjednik povjerenstva)
Committee memberIvo Mijoč (član povjerenstva)
Committee memberDražen Ćućić (član povjerenstva)
GranterJosip Juraj Strossmayer University of Osijek
Faculty of Economics and Business in Osijek
(Chair of Finance and Accounting)
Osijek
Defense date and country2024-09-26, Croatia
Scientific / art field,
discipline and subdiscipline		SOCIAL SCIENCES
Economics
Finance
Abstract
Ovaj rad istražuje značajne razlike u tržišnim povratima bankarskih sektora Sjedinjenih Američkih Država i Europske unije u razdoblju nakon financijske krize 2008. godine. Uočena je bolja profitabilnost američkih banaka, izražena kroz ROE, u usporedbi s europskim bankama što djelomično objašnjava povrate. Na uzorku od 250 banaka utvrđeno je kako operativna efikasnost, diversifikacija i rizik utječu na profitabilnost banaka u obje regije. Također, kod europskih banaka identificirani su utjecaji prethodne profitabilnosti, udjela depozita i kredita u imovini te inflacije. S druge strane, američke banke pokazuju veću prediktivnu snagu tih varijabli, potvrđujući razlike u determinantama između tih tržišta. Iako rizik djelomično objašnjava veću profitabilnost američkih banaka, drugi rezultati nisu potvrdili početnu hipotezu. Ovaj rad dodatno proširuje metodologiju statičkih modela i dinamičkih estimatora dodavanjem robusnih estimatora i WLS regresije.
Abstract (english)
This paper examines the significant differences in the market returns of the US and EU banking sectors after the 2008 financial crisis and finds that the profitability of US banks, as expressed by return on equity, is higher than that of European banks, which partly explains the returns. Based on a sample of 250 banks, operational efficiency, diversification and risk were found to influence the profitability of banks in both regions. For European banks, influences of previous profitability, the share of deposits and loans in assets and inflation were also found. On the other hand, American banks show a higher predictive power of these variables, confirming the differences in determinants between these markets. Although risk partially explains the higher profitability of American banks, other results have not confirmed the original hypothesis. This paper extends the methodology of static models and dynamic estimators with robust estimators and WLS regression.
Keywords
Keywords (english)
Languagecroatian
URN:NBNurn:nbn:hr:145:360986
Study programmeTitle: Financial Management
Study programme type: university
Study level: graduate
Academic / professional title: sveučilišni magistar/magistra ekonomije (sveučilišni magistar/magistra ekonomije)
Type of resourceText
File originBorn digital
Access conditionsOpen access
Terms of useLicence In copyright icon
Created on2025-02-04 09:22:58