Determinante depozitnog potencijal kao inverznog indikatora likvidnosti poslovnih banaka u Srbiji
Sažetak
Cilj rada predstavlja identifikaciju determinanti likivdnosti komercijalnih banaka u R. Srbiji, posmatrajući makroekonomske i specifične bankarske indikatore, odnosno mikroekonomske indikatore, koji su analizirani putem deskriptivne statistike, korelacije i regresione analize u periodu od 2008. do 2014. godine. Korelacija varijabli se računa na 140 uzoraka za interne I eksterne nezavisne varijable koje su od uticaja na zavisnu varijablu – likvidnost merenu depozitnim indikatorom. Predmet istraživanja predstavlja postupak optimizacije modela likvidnosti, smanjenjenjem faktora likvidnosti, na varijable koje imaju najveći uticaj na pokazatelje likvidnosti - mereno depozitnim potencijalom. Rezultati modela pokazuju da je likvidnost banaka dominantno određena veličniom bankarske aktive. Sa rastom bilansne aktive, banke se izlažu većem riziku likvidnosti. Povećanje adekvatnosti kapitala ima pozitivan efekat na likvidnost banaka. Neto kamatna marža je u pozitivnoj korelaciji sa indikatorom depozitnog potencijala koji ukazuje na negativan uticaj na likvidnost banaka, kao i racio operativnih troškova prema operativnim prihodima.
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