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Makroekonomiczne determinanty jakości kredytów dla sektora niefinansowego w Polsce

Author

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  • Aleksandra Ostrowska

    (Uniwersytet Warmińsko-Mazurski w Olsztynie, Wydział Nauk Ekonomicznych, Katedra Finansów)

Abstract

Kredyty dla sektora niefinansowego, tj. gospodarstw domowych oraz przedsiębiorstw, mają największy udział w aktywach sektora bankowego w Polsce. Ich jakość jest istotna z punktu widzenia kondycji sektora bankowego, jego rentowności oraz stabilności. Jakość kredytów zależy zarówno od polityki kredytowej danego banku, jak i od sytuacji kredytobiorców. Obie grupy czynników są jednak determinowane sytuacją makroekonomiczną, która może istotnie wpływać na jakość portfela kredytowego banków. Celem badań była identyfikacja oraz ocena wpływu wybranych makroekonomicznych determinant jakości kredytów dla sektora niefinansowego w Polsce w latach 2010–2022 za pomocą Klasycznej Metody Najmniejszych Kwadratów (KMNK). Wyniki badań wykazały, że dynamika PKB, stopa bezrobocia oraz dług publiczny silnie wpływały na dynamikę udziału kredytów zagrożonych w kredytach ogółem sektora bankowego w Polsce w badanym okresie. Kierunek oddziaływania dynamiki PKB oraz długu publicznego był ujemny, a stopy bezrobocia – dodatni. Można więc stwierdzić, że otoczenie makroekonomiczne determinuje jakość portfela kredytowego banków.

Suggested Citation

  • Aleksandra Ostrowska, 2023. "Makroekonomiczne determinanty jakości kredytów dla sektora niefinansowego w Polsce," Bank i Kredyt, Narodowy Bank Polski, vol. 54(5), pages 541-556.
    • Handle: RePEc:nbp:nbpbik:v:54:y:2023:i:5:p:541-556
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    References listed on IDEAS

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    More about this item

    Keywords

    kredyty zagrożone; jakość kredytów; determinanty makroekonomiczne; NPL; Klasyczna Metoda Najmniejszych Kwadratów;
    All these keywords.

    JEL classification:

    • E32 - Macroeconomics and Monetary Economics - - Prices, Business Fluctuations, and Cycles - - - Business Fluctuations; Cycles
    • E44 - Macroeconomics and Monetary Economics - - Money and Interest Rates - - - Financial Markets and the Macroeconomy
    • F30 - International Economics - - International Finance - - - General
    • G2 - Financial Economics - - Financial Institutions and Services

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