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Title: Relation between solvency and profitability of Spanish banking institutions
Author: Pérez Barba, Samuel
Director/Tutor: Viola Comabella, Joaquim
Keywords: Risc de crèdit
Gestió financera
Treballs de fi de màster
Credit risk
Financial management
Banks and banking
Master's theses
Issue Date: 2020
Abstract: In this work, a descriptive analysis is exposed, both at a theoretical and practical level, regarding the relationship that exists between Solvency and Profitability of Spanish deposit institutions, especially banks. The analysis is structured in two clearly differentiated parts. On the one hand, in the first part of the theoretical content, a review is made of the different regulations on banking prudential matters and the different causes that make the profitability of the banking sector do not recover to the levels prior to the 2008 financial crisis. On the other hand, in the second part of practical content, a multivariate statistical model known as the “Structural Equation Model” is implemented in order to see the relationship between solvency regulation and the profitability of entities. As a result, we can observe as a regression how all the new banking regulation, whose objective is to guarantee solvency, has contributed to improving profitability in recent years, but has not been able to return it to levels prior to 2008
Note: Treballs Finals del Màster de Ciències Actuarials i Financeres, Facultat d'Economia i Empresa, Universitat de Barcelona, Curs: 2019-2020, Tutoria: Joaquim Viola Comabella
Appears in Collections:Màster Oficial - Ciències Actuarials i Financeres (CAF)

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