Showing 1 - 10 of 6,976
to improve bank's profitability. …This study examines the effect of bank-specific and macroeconomic key determinants of Islamic retail banks … profitability in Bahrain. It used panel data of six Islamic retail banks from 2013 to 2019, and it employed an explanatory research …
Persistent link: https://www.econbiz.de/10012650177
banking sector. We use quarterly time series data for the period 1995-2016. Our analysis also controls for bank factors … profitability. We also show that banking profitability is pro-cyclical and is positively related to the stock of performing loans …
Persistent link: https://www.econbiz.de/10013173802
interest rate change on the risk-taking of a bank in consideration of its profit and asset structure. The risk-taking is … proxied by the risk weight of a bank, derived from its BIS capital ratio. We show that in Korea, an interest rate increase … (decrease) make a bank bear less (more) risk. The risk-taking of a bank more profitable is less sensitive to an interest rate …
Persistent link: https://www.econbiz.de/10012893159
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 …
Persistent link: https://www.econbiz.de/10012945753
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 …
Persistent link: https://www.econbiz.de/10011732734
The study investigates the relationship between monetary policy and bank profitability in New Zealand using the … long-term interest rates reduces bank profitability. In addition to monetary policy variables, capital adequacy ratio, non … adequacy ratio has a positive impact on bank profitability, while non-performing loan ratio and cost to income ratio have a …
Persistent link: https://www.econbiz.de/10012239485
profitability of banks’ portfolios affect their ability to cover for any liquidity shortage and hence influence the premium they … require to carry maturity risk. During a boom, profitability is increasing and thus spreads are low, while during a recession … profitability is decreasing and spreads are high, in accordance with the cyclical properties of term spreads in the data. Second, we …
Persistent link: https://www.econbiz.de/10009682825
This paper analyzes the potential effect of a European Central Bank Digital Currency (CBDC) on banks’ profitability. We … deposits. Using quantile regression, we estimate the conditional profit distribution of a representative bank. We then … CBDC, there might be substantial challenges for the profitability of banks, especially for small banks, that mostly rely on …
Persistent link: https://www.econbiz.de/10014349743
This paper investigates how monetary policy affects bank profitability. We use data for 109 large international banks … that, over time, unusually low interest rates and an unusually flat term structure erode bank profitability … short-term rates and the slope of the yield curve (the "interest rate structure", for short), on the one hand, and bank …
Persistent link: https://www.econbiz.de/10013014487
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 …
Persistent link: https://www.econbiz.de/10012843521