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Determinants of bank interest margins : impact of maturity transformation

Entrop, Oliver; Memmel, Christoph; Ruprecht, Benedikt; … - 2012

This paper explores the extent to which interest risk exposure is priced in bank margins. Our contribution to the … for earnings from bank-individual maturity transformation strategies, we find all banks to charge additional fees for …

Persistent link: https://www.econbiz.de/10009572494

Determinants of bank interest margins : impact of maturity transformation

Entrop, Oliver; Memmel, Christoph; Ruprecht, Benedikt; … - In: Journal of banking & finance 54 (2015), pp. 1-19

Persistent link: https://www.econbiz.de/10011377747

Bank management of the net interest margin : new measures

Memmel, Christoph; Schertler, Andrea - In: Financial markets and portfolio management 27 (2013) 3, pp. 275-297

Persistent link: https://www.econbiz.de/10009780283

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

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

Die Zinsspanne der Banken und das Zinsniveau

Busch, Ramona; Memmel, Christoph - In: Credit and capital markets : Kredit und Kapital 50 (2017) 3, pp. 363-392

Persistent link: https://www.econbiz.de/10011945452

Determinants of Bank Interest Margins : Impact of Maturity Transformation

Entrop, Oliver - 2015

This paper explores the extent to which interest risk exposure is priced in bank margins. Our contribution to the …

Persistent link: https://www.econbiz.de/10013036751

Banks' Net Interest Margin and the Level of Interest Rates

Busch, Ramona - 2016

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/10012988690

Determinants of Bank Interest Margins : Impact of Maturity Transformation

Entrop, Oliver - 2016

Persistent link: https://www.econbiz.de/10012988819

Banks' Management of the Net Interest Margin : Evidence from Germany

Memmel, Christoph - 2016

We decompose the change in banks' net interest margin into a change in market-wide bank rates and a change in the … down into different maturities, creditors and borrowers and degrees of liquidity are as follows: (i) Changes in bank rates …-sheet compositions. (ii) Changes in bank rates and changes in balance-sheet compositions affect the change in the net interest margin …

Persistent link: https://www.econbiz.de/10012989223