Klientské úvěry domácností a živnostníků se selháním v České republice: posouzení vlivu vybraných faktorů

Abstract

The goal of the diploma thesis is to assess and evaluate the impact of selected macroeconomic factors on non-performing client loans of households and traders in the Czech Republic for the monitored period 2002-2017 and to predict the progress in the future. The thesis consists of three main chapters. The first chapter contains the theoretical knowledge of the problem being investigated. Specifically, detailed information about financial stability, prudential policy and business trades in the Czech Republic. The second chapter focuses on the theoretical and methodological concepts of econometric analysis. In the third chapter, the impacts of selected factors of the explore variables are evaluated on the basis of two linear regression models. Part of this chapter also includes estimates of selected parameters for both models using method of smallest squares. Furthermore, statistical, econometric and economic verification is carried out. In the context of econometric verification is examined the presence of autocorrelation, heteroscedasticity, multicollinearity, the correctness of the model specification and a residual normality test is also carried out. Finally, in the context of economic verification, the relationships between selected factors and the variables studied are evaluated on the basis of predetermined economic hypotheses. The conclusion of the chapter contains a prediction of the future development of the variables examined for the following three periods. The thesis is completed by a complete summary of the results that indicate that the volume of non-performing client loans has declined significantly since the beginning of the monitored period and can be predicted for the future as a result of the forecast. The biggest impact on the decrease of these outstanding loans are not only the stricter regulation by the central bank but also the very favorable economic situation.