MAKROEKONOMSKE I BANKARSKO-SPECIFIČNE DETERMINANTE NETO KAMATNIH MARŽI: EMPIRIJSKI DOKAZI IZ SRBIJE
DOI:
https://doi.org/10.59864/Oditor22601MJKljučne reči:
determinante, neto kamatna marža, banke, Republika SrbijaApstrakt
U radu se analiziraju determinante neto kamatne marže (NKM) banaka u Srbiji u periodu 2007–2023. U analizi se koriste pokazatelji koji odražavaju stanje u bankarskom sektoru i odabrane makroekonomske varijable kao nezavisne varijable, dok se NKM posmatra kao zavisna varijabla. Primenom panel regresione analize identifikovane su ključne determinante koje utiču na neto kamatnu maržu banaka koje posluju u Republici Srbiji. Rezultati pokazuju da makroekonomski faktori imaju značajan uticaj na NKM. Referentna kamatna stopa ima pozitivan uticaj, dok devizni kurs ima negativan uticaj na NKM. Među varijablama bankarskog sektora, veličina banke i odnos kredita i depozita imaju statistički značajan negativan uticaj, dok Lernerov indeks, kao mera tržišne moći, ima pozitivan uticaj. Ostale analizirane varijable nisu statistički značajne.
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