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Interest and credit risk management in German banks : evidence from a quantitative survey
Dräger, Vanessa; Heckmann-Draisbach, Lotta; Memmel, … - 2020
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
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Banks' net interest margin and changes in the term structure
Memmel, Christoph; Heckmann, Lotta - 2023
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
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Banks' net interest margin and the level of interest rates
Busch, Ramona; Memmel, Christoph - 2015
An increase in the level of interest rates is said to have a negative impact on banks’ net interest margins in the short run. Using a time series of more than 40 years for the German banking system, we show that the opposite effect exists in the long run, where an increase in the level of...
Persistent link: https://www.econbiz.de/10011294169
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The determinants of net interest margins of commercial banks : panel evidence from China, India and Japan
Islam, Md. Shahidul; Nishiyama, Shin-Ichi - 2020
Persistent link: https://www.econbiz.de/10012656268
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Bank stress testing under different balance sheet assumptions
Busch, Ramona; Drescher, Christian; Memmel, Christoph - 2017
explained better by a bank's current balance sheet composition, the longer the forecast horizon. The opposite holds for banks …
Persistent link: https://www.econbiz.de/10011632218
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Implications of negative interest rates for the net interest margin and lending of euro area banks
Klein, Melanie - 2020
interest margin (NIM) and its components, retail lending and retail deposit rates. Using two proprietary bank-level data sets …
Persistent link: https://www.econbiz.de/10012179680
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German banks' behavior in the low interest rate environment
Busch, Ramona; Littke, Helge; Memmel, Christoph; … - 2021
Using data from a quantitative survey of German banks at three points in time (2015, 2017 and 2019), we analyze the impact of changes in the interest rate level on banks' net interest income and the countermeasures they take. A decline in the interest rate level has a more negative impact on net...
Persistent link: https://www.econbiz.de/10012596363
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The effects of firm and bank balance sheet conditions to net interest margins : evidence from loan-level firm survey data
Aizawa-Tanemura, Tomoko; Nishiyama, Shin-Ichi - 2022
Persistent link: https://www.econbiz.de/10014285955
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Why are interest rates on bank deposits so low?
Busch, Ramona; Memmel, Christoph - 2021
Using granular data of German banks for the 2003 to 2018 period, we analyse the determinants of bank rates on retail … deposits. We find 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 find that the bank …
Persistent link: https://www.econbiz.de/10012697977
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Going below zero - how do banks react?
Michaelis, Henrike - 2022
Exploiting confidential data on individual German bank balance-sheets, I analyse what characterises a bank that opts to …
Persistent link: https://www.econbiz.de/10013361902