Lin, Jyh-horng; Lii, Pei-Chi; Huang, Fu-Wei; Chen, Shi - In: International Journal of Financial Studies 7 (2019) 2, pp. 1-20
In this paper, we develop a contingent claim model to examine the optimal bank interest margin, i.e., the spread … between the domestic loan rate and the deposit market rate of an international bank in distress. The framework is used to … evaluate the cross-border lending efficiency for a bank that participates in a government capital injection program, a …