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Wartość długoterminowa versus wartość rynkowa jako podstawa zabezpieczenia wierzytelności w sektorze bankowym

Author

Listed:
  • Ewa Kucharska-Stasiak

    (Uniwersytet Łódzki, Wydział Ekonomiczno-Socjologiczny, Katedra Inwestycji i Nieruchomości)

Abstract

Celem artykułu jest: (1) próba oceny wartości rynkowej i wartości bankowo-hipotecznej na potrzeby zabezpieczenia wierzytelności, (2) upowszechnienie wyników rozważań teoretycznych i empirycznych nad możliwością stosowania innych sposobów wyrażania wartości długoterminowej, (3) wskazanie wartości długoterminowych, które nie działają procyklicznie, ale wysyłają sygnały ostrzegawcze, i które powinny zachęcić do ograniczenia akcji kredytowej, gdy ceny na rynkach są zawyżone, oraz do jej wzmożenia, gdy są zaniżone. W artykule testowano następujące hipotezy badawcze: H1: wartość rynkowa nieruchomości nie powinna stanowić samodzielnej podstawy zabezpieczenia wierzytelności kredytodawcy, lecz powinna pełnić funkcję kontrolną w ocenie aktywności rynku; H2: podstawą zabezpieczenia i ustalania wskaźnika LTV powinna być wartość długoterminowa; H3: przyjęcie wspólnej koncepcji wartości długoterminowej w Europie nie musi oznaczać przyjęcia jednej metodyki jej określania, która sprawdzi się we wszystkich krajach. Artykuł ma charakter przeglądowy.

Suggested Citation

  • Ewa Kucharska-Stasiak, 2023. "Wartość długoterminowa versus wartość rynkowa jako podstawa zabezpieczenia wierzytelności w sektorze bankowym," Bank i Kredyt, Narodowy Bank Polski, vol. 54(1), pages 1-24.
    • Handle: RePEc:nbp:nbpbik:v:54:y:2023:i:1:p:1-24
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    References listed on IDEAS

    as
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    More about this item

    Keywords

    zabezpieczenie wierzytelności; wycena nieruchomości; wartość rynkowa; wartość długoterminowa; ryzyko kredytodawcy;
    All these keywords.

    JEL classification:

    • D04 - Microeconomics - - General - - - Microeconomic Policy: Formulation; Implementation; Evaluation
    • D46 - Microeconomics - - Market Structure, Pricing, and Design - - - Value Theory
    • D80 - Microeconomics - - Information, Knowledge, and Uncertainty - - - General
    • G01 - Financial Economics - - General - - - Financial Crises
    • 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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