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Persistent link: https://www.econbiz.de/10014338698
This paper provides an empirical analysis of factors affecting Bank Interest Margins in eight countries of the South …-East European (SEE) region between 2000 and 2014. The purpose of this paper is to examine and investigate the main drivers of Bank … the dependent variable Interest Rate Spread (IRS - as a proxy variable for measuring variation in Bank Interest Rate …
Persistent link: https://www.econbiz.de/10011877311
Using unique data of a survey among small and medium-sized German banks, we analyze various aspects of risk management over a short-term and medium-term horizon. We especially analyze the effect of a 200-bp increase in the interest level. We find that, in the first year, the impairments of...
Persistent link: https://www.econbiz.de/10012160610
bank's net interest margin, where this shock consists not only of a level shift, but also of a change in the steepness of … the term structure. Our simplified model can replicate stylized features of different bank business models.The outcome of … our parsimonious model for a bank's interest business is broadly in line with the results of a quantitative survey among …
Persistent link: https://www.econbiz.de/10014320529
Persistent link: https://www.econbiz.de/10014530641
It is shown that a program of attracting the banking term deposits essentially depends on the term structure of new deposits. Solving the linear integral Volterra equations with difference kernel, it was received the explicit analytical solution for the program of attracting new deposits with an...
Persistent link: https://www.econbiz.de/10013015861
Purpose - The purpose of this study is to find the empirical causal relationship between Islamic bank term deposit … rates (IBTDR) and conventional bank term deposit rates (CBTDR) in the short-term. Design/methodology/approach - This study …
Persistent link: https://www.econbiz.de/10012515129
-run supply of bank credit. As U.S. bond rates have fallen, the pass-through of monetary shocks to loan and deposit rates has … weakened while the spread on U.S. bank loans has risen. I build a model in which banks earn deposit and loan spreads, deposits … dampened at low rates, because deposit spreads act as a better hedge for bank equity against unexpected monetary shocks. In the …
Persistent link: https://www.econbiz.de/10012316971
Persistent link: https://www.econbiz.de/10014581689
Using granular data of German banks for the 2003 to 2018 period, we analyse the determinants of bank rates on retail … deposits. We nd that a bank's rate on sight deposits is especially low if the bank operates in rural districts, if it is not … exposed to strong competition and if it provides much service. Regarding the rates on term deposits, we nd that the bank …
Persistent link: https://www.econbiz.de/10013310305