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  • 标题:The Analysis of the Correlation between the Banking System Profile and its Involvement in Transactions with Financial Derivatives
  • 本地全文:下载
  • 作者:Ghiță-Mitrescu Silvia
  • 期刊名称:Ovidius University Annals: Economic Sciences Series
  • 电子版ISSN:2393-3127
  • 出版年度:2012
  • 卷号:12
  • 期号:2
  • 语种:English
  • 出版社:Ovidius University Press
  • 摘要:The use of derivatives by commercial banks is a thorny problem lately,mainly because of the opinion of some experts that that activity led to the global financial crisis. This paper does not aim to analyze the effects that the use of derivatives by banks has on their performances,but to determine a profile of banks interested in using derivatives. To do this we will try to establish a statistical correlation between the volume of derivative transactions and two important components of the commercial banks’ balance sheet: total value of assets and loans granted. The data used refers to the Czech banking system. The conclusions drawn from the analysis revealed a direct correlation between the banks’ size and the size of their intermediation activities,on one hand,and their involvement in derivative transactions,o the other hand.
  • 关键词:financial derivatives;banking system;total assets;total loans;correlation
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