摘要：This paper offers an analysis of the regulatory and economic variables in the banking sector which may impact,to a greater or lesser extent,the level of nonperforming loans in Serbia.Although the banking sector,contrary to the rest of the economy,is recording positive results,there is also a simultaneously present and growing trend of nonperforming loans which is threatening to endanger the entire stability of the financial system.To that end,in the statistical and econometric analysis the point of departure were the following determinants: capital adequacy,the amount of loan loss provisions,profitability,ownership structure,and concentration in the banking sector,but also the growth rate of the real GDP.Using defined variables,what was examined was the stationary position of the observed series of data by means of an Augmented Dickey-Fuller (ADF) test of unit root,for the period from the last quarter of 2008 and up to the third quarter of 2013.According to the methodology of the National Bank of Serbia,quarterly data were used with the total of 20 observations.The main data sources were different statistical reports published by the National Bank of Serbia.
其他摘要：U radu se analiziraju regulatorne i ekonomske varijable u bankarskom sektoru koje,u manjoj ili većoj meri,mogu da utiču na nivo problematičnih kredita u Srbiji.Iako bankarski sektor,za razliku od ostatka privrede ostvaruje pozitivne rezultate,istovremeno je prisutan i rastući trend problematičnih kredita koji preti da ugrozi celokupnu stabilnost finansijskog sistema.U tom smislu,u statističkoj i ekonometrijskoj analizi pošlo se od determinanti kao što su: kapitalna adekvatnost,iznos rezervisanja za potencijalne gubitke,profitabilnost,vlasnička struktura i koncentracija u bankarskom sektoru,kao i stopa rasta realnog bruto društvenog proizvoda.Koristeći definisane varijable,ispitana je stacionarnost posmatranih serija podataka pomoću proširenog DikiFulerovog (ADF) testa jediničnog korena,za period od poslednjeg kvartala 2008.godine do trećeg kvartala 2013.godine.Prema metodologiji Narodne banke Srbije,korišćeni su kvartalni podaci sa ukupno 20 opservacija.Osnovni izvor podataka predstavljaju različiti statistički izveštaji koje objavljuje Narodna banka Srbije.
关键词：nonperforming loans;banking sector;financial stability;regulatory and macro-economic variables
其他关键词：problematični krediti;bankarski sektor;finansijska stabilnost;regulatorne i makroekonomske varijable
