Uticaj kvaliteta aktive na profitabilnost banke – studija slučaja
Sažetak
U radu je istraživan uticaj kvaliteta aktive na profitabilnost banke na primeru jedne poslovne banke u Srbiji. Parameti koji su obuhvaćeni kao ključni indikatori uticaja na profitabilnost su: ročnost portfolija, rejting klijenata, NPL (Neperformisani) krediti, efektivna pokrivenost ukupnog portfolija instrumentima obezbeđenja i efektivna pokrivenost NPL portfolija instrumentima obezbeđenja. Za testiranje uticaja parametara na zavisne varijable korišćen je fixed effect model regresije. Uspešnost modela je praćen preko Schwarz's Bayesian Criterion čiji apsolutan broj pokazuje uspešnost modela, što je niži broj, to je model bolji. Rezultati istraživanja ukazuju na način i intenzitet uticaja analiziranih parametara na margine profitabilnosti. Primenjeni model istraživanja je upotrebljiv pri analizi uticaja kvaliteta aktive na profitabilnost i drugih poslovnih banaka. Naučni doprinos istraživanja leži u činjenici da je ponuđen nov način testiranja teorijskih postavki koji je proistekao iz procesa prilagođavanja praktičnih metoda potrebama izvođenja generalnih zaključaka i teorijskih uopštavanja, na osnovu kojih se stvara prostor za dalja naučna istraživanja i unapređenja u ovoj oblasti.
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