Kok Sørensen, Christoffer; Mirza, Harun; Pancaro, Cosimo - 2017
This paper uses panel econometric techniques to estimate a macro-financial model for fee and commission income over … projecting the fee and commission income ratio over a three years horizon conditional on the baseline and adverse macroeconomic … scenarios used in the 2016 EU-wide stress test. The results indicate that the fee and commission income ratio is varying in …