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Skuteczność rozwiązań i mechanizmów stabilizujących banki systemowo ważne w krajach Unii Europejskiej w okresie pokryzysowym − próba oceny

Author

Listed:
  • Ewa Miklaszewska

    (Uniwersytet Ekonomiczny w Krakowie, Katedra Bankowości)

  • Krzysztof Kil

    (Uniwersytet Ekonomiczny w Krakowie, Katedra Bankowości)

Abstract

Okres globalnego kryzysu finansowego przyniósł niespotykany wzrost wydatków publicznych przeznaczonych na stabilizację sektora bankowego. Utworzenie drugiego filaru unii bankowej (SRM) oraz przyjęcie dyrektywy BRR były motywowane potrzebą ograniczania wydatków publicznych oraz uporządkowania procesów restrukturyzacyjnych. Zasadność uporządkowania procesów restrukturyzacyjno-likwidacyjnych dla banków systemowo ważnych jest bezsporna. Jednak zarówno idea procesów typu resolution, jak i niespójne wdrażanie nowych regulacji budzą wiele kontrowersji. Celem artykułu jest analiza konstrukcji i implementacji mechanizmów stabilizujących banki systemowo ważne w UE. W części empirycznej podjęto próbę pośredniej odpowiedzi na pytania o zasadność i skuteczność rozwiązań restrukturyzacyjnych poprzez zbadanie, czy pomoc publiczna udzielona bankom w krajach UE w okresie 2004−2016 wpłynęła pozytywnie na ich kondycję, zakładając, że jeśli tak, to próba uporządkowania tego procesu w regulacjach typu resolution jest ekonomicznie uzasadniona. Badanie empiryczne przeprowadzono w oparciu o bazę Bankscope/Orbis, z wykorzystaniem miar adekwatności kapitałowej, efektywności, w tym autorskiego wskaźnika Multi Level Performance Score, i stabilności − indeksu Z-score.

Suggested Citation

  • Ewa Miklaszewska & Krzysztof Kil, 2019. "Skuteczność rozwiązań i mechanizmów stabilizujących banki systemowo ważne w krajach Unii Europejskiej w okresie pokryzysowym − próba oceny," Bank i Kredyt, Narodowy Bank Polski, vol. 50(2), pages 173-194.
    • Handle: RePEc:nbp:nbpbik:v:50:y:2019:i:2:p:173-194
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    References listed on IDEAS

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    More about this item

    Keywords

    mechanizm resolution; dyrektywa BRRD; bail-in; pomoc publiczna; indeks MLPS;
    All these keywords.

    JEL classification:

    • G21 - Financial Economics - - Financial Institutions and Services - - - Banks; Other Depository Institutions; Micro Finance Institutions; Mortgages
    • G28 - Financial Economics - - Financial Institutions and Services - - - Government Policy and Regulation

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