Posouzení vlivu vybraných faktorů na hypoteční úvěry v selhání v České republice

Abstract

The diploma thesis is motivated by the crisis situation around the year 2008 when the global financial and economic crisis started. During this period, volume of non-performing mortgage loans significantly increased. The aim of diploma thesis is an impact assessment of the selected factors on non-performing mortgage loans development in the Czech Republic and prediction of future development. Based on the empirical findings, there is an evaluation of which factors should be monitored by banks to prevent an excessive loans accumulation. The impact assessment of the selected factors on dependent variable is based on an econometric analysis of two models. The estimate is implemented and the basic conditions verification is performed with the use of the least squares method in both of the models. From detailed impact assessment of the selected factors on dependent variable is obvious, that stricter regulation has the greatest impact on mortgage loans decline. Stricter rules on financial markets is often criticized by public and banks, but in this case we can clearly see the importance of implemented regulations on the financial market. In recent years, the examined variable decline is noted. According to the prediction, this decline should continue in the following year.