280 000320 000360 000400 000440 000400 000 000 420 000440 000 000 460 000480 000Risk

280 000320 000360 000400 000440 000400 000 000 420 000440 000 000 460 000480 000Risk capital from the banking sector in France (in thous. of
280 000320 000360 000400 000440 000400 000 000 420 000440 000 000 460 000480 000Risk capital in the banking sector in France (in thous. of EUR)0,eight Return on Assets in the banking sector in Italy (in %) Return on Assets in the banking sector in the euro location (in %) 0,six 0,four 0,two 0,0 -0,two -0,4 -0,six -0,8 -1,0 -1,2 150 000 000 160 000 000 170 000 000 180 000 000 190 000 000 155 000 000 165 000 000 175 000 000 185 000 000 Risk capital in the banking sector in Italy (in thous. of EUR) 0,Danger capital with the banking sector in TFV-DP Formula Germany (in thous. of EUR)0,0,0,0,0,-0,-0,-0,3 1 350 000 000 1 450 000 000 1 550 000 000 1 650 000 000 1 750 000 000 1 400 000 000 1 500 000 000 1 600 000 000 1 700 000 000 Risk capital in the banking sector on the euro region (in thous. of EUR)Figure 4. Two-dimensional scatterplots of stage 1 (source: personal work). Figure four. Two-dimensional scatterplots of stage 1 (source: own operate).J. Threat Economic Manag. 2021, 14,ten ofJ. Risk Economic Manag. 2021, 14, x FOR PEER REVIEW10 ofThen, the relations amongst threat capital and profitability of equity of analyzed banking sectors had been assessed. Depending on the obtained and profitability of equity of analyzed bankThen, the relations among threat capital description statistics (see Appendix A) and dependencies illustrated on two-dimensional scatterplots (see Figure five), mostly constructive A) ing sectors had been assessed. Depending on the obtained description statistics (see Appendix dependences had been observed. Namely, a fairly sturdy dependence was identified for the and dependencies illustrated on two-dimensional scatterplots (see Figure five), mostly poseuro location banking sector (see Table two), whilst in France and Germany this dependence was itive dependences had been observed. Namely, a rather strong dependence was identified for moderate. As ahead of, the estimation on the linear regression function showed no correlation the euro area banking sector (see Table 2), although in France and Germany this dependence for the Italian banking sector. Moreover, the performed investigation shows that added was moderate. As ahead of,to improve the size the linear regression function showed no corcosts connected to necessity the estimation of of bank risk capital usually do not impact negatively relation for theof the analyzed banking Moreover, the performed research shows that adon ROE ratio Italian banking sector. sectors. The obtained final results don’t confirm the ditional expenses associated to necessity to raise the sizecountries banking sectors.not impact damaging implications accompanying Visegrad Group of bank risk capital do Lastly, negatively on ROE ratio of your coefficients of determination (r2obtained benefits don’t conwhile analyzing the values of analyzed banking sectors. The ), it needs to be stated that, firm the paribus, size of bank risk capital to a satisfactory degree explained volatility of ceteris unfavorable implications accompanying Visegrad Group nations banking sectors. Ultimately, on equity ratio. the values of coefficients of determination (r ), it must be stated return while analyzingthat, ceteris paribus, size of bank risk capital to a satisfactory degree explained volatility Table 2. equity ratio. of return onRegression models of stage 2 (source: personal operate).Table 2. Regression models of stage two (supply: personal work). y = 0.00000001310x + 1.1600 y = 0.00000005707x – 23.3994 y = 0.00000003946x – 8.0010 y = 0.00000001999x – 28.1808 France Germany Italy Euro Region = 0.00000001310 + 1.1600 = 0.00000005707 – 23.39.