Analýza klientských úvěrů se selháním podle jednotlivých odvětví v České republice

Abstract

The aim of this thesis is to compare the development of non-performing loans (NPL) and the development of non-performing loans ratio (NPLR) with the development of macroeconomic variables in the Czech Republic in the 2002 - 2014 period and to determine how much the NPL and NPLR are dependent on the development of macroeconomic variables. Annual growth rate of real GDP, annual changes of PPI, interest rates and real effective exchange rate of the crown are among the macroeconomic variables we used. The correlation analysis was made by using the program Excel and its Pearson function in order to achieve the goal. Among the most risky sectors of the economy in terms of NPLR, it was detected that the first is sector of accommodation and food service. Then, the second place in terms of risk is obviously the construction sector, ranking third is the manufacturing sector and the fourth place in terms of risk is the sector of wholesale and retail trade; repair of motor vehicles and motorcycles. The exchange rate appears to strongly advance the value. In contrast, the interest rates appear to be almost a coincident variable in relation to NPL and NPLR and therefore the interest rates are not suitable for the prediction of these indicators.