Procentu likmju dinamikas analīze Latvijas banku sektorā
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Latvijas Universitāte
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Maģistra darba mērķis ir izpētīt privātpersonām un uzņēmumiem izsniegto kredītu procentu likmju un no privātpersonām un uzņēmumiem piesaistīto noguldījumu procentu likmju dinamiku Latvijā laika posmā no 2004.gada janvāra līdz 2007.gada martam, īpašu uzmanību pievēršot saiknei starp privātpersonām un uzņēmumiem noteiktajām likmēm un tirgus likmi. Maģistra darba pamatdaļa sastāv no četrām nodaļām. Pirmajā nodaļā tiek apkopoti un sīkāk analizēti empīriskie pētījumi, kas veikti par privātpersonām un uzņēmumiem noteikto likmju dinamiku dažādās valstīs un reģionos. Otrajā nodaļā tiek apskatīta privātpersonām un uzņēmumiem noteikto likmju analīzes būtība un metodes. Trešajā nodaļā tiek pētīts Latvijas kredītu un noguldījumu tirgus kopumā, akcentējot tos faktorus, kas tieši vai netieši ietekmē privātpersonām un uzņēmumiem noteikto likmju dinamiku. Ceturtajā nodaļā privātpersonām un uzņēmumiem noteikto likmju dinamika tiek analizēta ar ekonometriskām metodēm, par pamatu izmantojot gan kļūdu korekcijas modeļa pamatformu, gan vairākas kļūdu korekcijas modeļa asimetriskās formas. Maģistra darba apjoms ir 88 lappuses. Maģistra darbs satur 16 attēlus, 15 tabulas, 24 formulas un 1 pielikums. Maģistra darbā izmantota speciālā ekonomikas literatūra, statistikas dati, internetā pieejamie resursi – kopumā 66 avoti. Maģistra darbu varētu izmantot ekonomisti, studenti un interesanti, pētot vai izglītojoties par privātpersonām un uzņēmumiem noteikto likmju dinamiku Latvijā.
The aim of the Master Thesis is to analyze the dynamics of the retail loan and deposit interest rates in Latvia during the time period from January 2004 till March 2007 paying special attention to the link between the retail rates and market rate. The main part of the Master Thesis consists from four chapters. Chapter 1 summarizes and analyzes in more detail the empirical papers about the dynamics of the retail rates in different countries and regions. Chapter 2 discusses the essence and methods of retail rates analysis. Chapter 3 considers Latvia’s credit and deposit market in general emphasizing those factors that have direct or indirect impact on the dynamics of the retail rates. Chapter 4 analyzes the dynamics of the retail rates by econometric methods as a basis employing both the basic form of the error correction model and several asymmetric forms of the error correction model. The Master Thesis consists from 88 pages. The Master Thesis contains 16 figures, 15 tables, 24 equations and 1 appendix. The Master Thesis utilizes special economic literature, statistical data, the resources available from the Internet – in total 66 sources. The Master Thesis could by used by economists, students or interested individuals when studying the dynamics of the retail rates in Latvia.
The aim of the Master Thesis is to analyze the dynamics of the retail loan and deposit interest rates in Latvia during the time period from January 2004 till March 2007 paying special attention to the link between the retail rates and market rate. The main part of the Master Thesis consists from four chapters. Chapter 1 summarizes and analyzes in more detail the empirical papers about the dynamics of the retail rates in different countries and regions. Chapter 2 discusses the essence and methods of retail rates analysis. Chapter 3 considers Latvia’s credit and deposit market in general emphasizing those factors that have direct or indirect impact on the dynamics of the retail rates. Chapter 4 analyzes the dynamics of the retail rates by econometric methods as a basis employing both the basic form of the error correction model and several asymmetric forms of the error correction model. The Master Thesis consists from 88 pages. The Master Thesis contains 16 figures, 15 tables, 24 equations and 1 appendix. The Master Thesis utilizes special economic literature, statistical data, the resources available from the Internet – in total 66 sources. The Master Thesis could by used by economists, students or interested individuals when studying the dynamics of the retail rates in Latvia.