interest margin (NIM) and its components, retail lending and retail deposit rates. Using two proprietary bank-level data sets … market rates. As low profitability could hamper the ability of banks to expand lending, I also investigate the impact of the …

evidence on the determinants of bank profitability and have important policy implications. First, macroprudential policymakers … accompanied by the usual bank-specific or macroeconomic-specific fundamentals to facilitate the existence of higher profitability …Utilizing bank-level data and a Mixed Frequency VAR approach, this study examines the effects of a shock at the …

We analyse the impact of standard and non-standard monetary policy measures on bank profitability. For empirical … monetary policies on market-based measures of expected bank profitability and credit risk, by employing an event study analysis … identification, the analysis focuses on the euro area, thereby exploiting substantial bank and country heterogeneity within a …

conditional profitability distributions. Real GDP growth and the NPL ratio are shown to be the most reliable determinants of bank …This paper explores the determinants of profitability across large euro area banks using a novel approach based on … profitability. However, the estimated conditional distributions reveal that, while higher growth would raise profits on average, a …

What is the effect of monetary policy on bank profitability? This paper uses a new long-run dataset spanning 17 … between lending and deposit rates. But even though spreads go up, bank profitability falls. The disconnect between spreads and … profits is driven by a sharp increase in loan losses and a contraction in credit growth. I also show that the profitability …