|Opis:||Causes and consequences of the recent financial crisis, led the international community to the conclusion that the banking and financial systems, as an important part of the national economies, are very vulnerable to unexpected financial and economic shocks. The international community has also recognized that with the current Basel II regulations these types of risks can not be managed, therefore, the Basel Committee on Banking Supervision drafted the new Basel III banking regulations. Regarding all we decided to research estimated impact of the new Basel III banking regulations on the profitability of the banks in the EU, measured by the indicator of return on assets ROA and by the indicator of return on equity ROE. The research findings will contribute to the quality of the preparation of the banks to the impacts of the new Basel III banking regulation on profitability as well as to relevant strategic and operational planning of the bank, which is in the interests of all stakeholders. Ten hypotheses were examined and analysed with Pearson's correlation coefficient, which can be applied to determine the strength and direction of the correlation between two variables. In continuation, we conducted an in-depth analysis of the effects of the econometric model of multiple regression, with whom we studied the impacts of four banking and three macroeconomic predictive variables on the indicators of bank's profitability ROA and ROE. The results of verifying hypotheses have shown us that the strongest levels of correlation, measured by the Pearson's correlation coefficient, with the indicator of profitability of banks ROA is predictor Core Tier 1 capital, then followed by predictor Gross domestic product, and then by Capital buffer and Risk-weighted assets. The strongest levels of correlation with the profitability indicator ROE has also a predictor Core Tier 1 capital, then followed by Capital buffer and Risk-weighted assets, and by Gross domestic product.
In researching the combined effect of all seven variables on each measure of profitability, we conduct the analysis with multiple regression which indicated that the largest contribution to ROA model gave Core Tier 1 capital, then followed by the Gross domestic product, and then Capital buffer. Predictors Core Tier 1 capital and Gross domestic product affect the outcome significantly positive, while the predictor Capital buffers affect the outcome significantly negative. Predictor Capital buffer affects the indicator of profitability ROA negative, and all the others predictors of ROA model positive. The maximum contribution to the ROE model gave prodictors Gross domestic product and Core Tier 1 capital. Both prodictors effected bank's profitability indicator ROE positive.
With the econometric study we indicated that the Core Tier 1 capital has the strongest single impact as well as the share in collective impact on the profitability of banks, measured by indicator of bank's profitability ROA and by indicator ROE. Major new requirements of the new banking regulation Basel III are mainly from the area of bank's capital requirements, therefore Basel III new requirements shall have a significant impact on the profitability of banks, therefore the management of banks should be timely prepared.|