Zastosowanie modelu panelowego do badania nadwyżek kapitałowych w bankach komercyjnych w Polsce

Panel data is data set that combines cross sections and time series. In the study panel data model was applied for buffer capital research in commercial banks in Poland. Buffer capital was defined as a difference between banks solvency ratio and required solvency ratio divided by required solvency ratio. It has been stated that following factors influence the amount of buffer capital: level of buffer capital in previous period, lagged rate of GDP growth, current and lagged rate of the return on equity and rate of equity capital growth