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addition to general sluggishness, bank deposit rates' reactions are clearly asymmetric: flexible when market rates are …
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Intertemporal shifts in conduct, such as a transition from competitive to anticompetitive behavior, induce shifts in the firms' equilibrium price configurations. Such shifts generate non-stationary price dynamics in addition to those which originate from exogenous fundamentals. We exploit this...
Persistent link: https://www.econbiz.de/10013024684
This study reviews the existing literature on the determinants of bank-level deposit volatility and is the first to …, bank equity capitalization and funding risk that are identified as further determinants. Besides mapping avenues for future … research, the findings are relevant for bank management since they may help to improve efficiency of risk management routines …
Persistent link: https://www.econbiz.de/10012980154
Banking efficiency has been one of the most often studied subjects since the introduction of Data Envelopment Analysis. However, there is no broadly accepted model specification yet. Recently a new model, particularly addressing the ambiguous role of deposits in banking, has been presented by...
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of conduct, related markups and intensity of competition. We develop a cointegrated VAR (vector autoregression) based …
Persistent link: https://www.econbiz.de/10013158377
, Germany, France and Spain) to observe if, how and where banks report on their IT governance issues. Since IT governance (like … governance disclosure are bank specific and not related to country’s institutional settings; we also observed an increasing …
Persistent link: https://www.econbiz.de/10012012577