Lin, Jyh-horng; Lii, Pei-Chi; Huang, Fu-Wei; Chen, Shi - In: International Journal of Financial Studies : open … 7 (2019) 2/21, 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...
