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Persistent link: https://www.econbiz.de/10011377747
This paper provides an empirical analysis of factors affecting Bank Interest Margins in eight countries of the South …-East European (SEE) region between 2000 and 2014. The purpose of this paper is to examine and investigate the main drivers of Bank … the dependent variable Interest Rate Spread (IRS - as a proxy variable for measuring variation in Bank Interest Rate …
Persistent link: https://www.econbiz.de/10011877311
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...
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In this paper it will be shown that large banks have a lower deposit rate, offer more competitive prices and finally realize higher profitability than the small ones. Data cover Western European Banks as well as the United States during the period 1997-2008. Data source is O.E.C.D. Panel data...
Persistent link: https://www.econbiz.de/10013138248
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-run supply of bank credit. As U.S. bond rates have fallen, the pass-through of monetary shocks to loan and deposit rates has … weakened while the spread on U.S. bank loans has risen. I build a model in which banks earn deposit and loan spreads, deposits … dampened at low rates, because deposit spreads act as a better hedge for bank equity against unexpected monetary shocks. In the …
Persistent link: https://www.econbiz.de/10012316971
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des langfristigen Marktzinsniveaus und der Zinsstruktur durch die Bundesbank ab. -- Umfangreiche empirische Analysen für … auf die Zinsstruktur, nicht jedoch auf das langfristige Marktzinsniveau nachweisbar ist, ergeben sich erhebliche Zweifel …
Persistent link: https://www.econbiz.de/10014282154