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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 … NIM on new lending to the non-financial private sector. In general, the NIM is positively related to lending: When lending …
Persistent link: https://www.econbiz.de/10012179680
Using data for a large sample of banks from 31 OECD countries over 1995–2018, we analyze the impact of belonging to a banking group on banks’ net interest margins. Our results confirm a positive relationship between interest rates and interest margins, which is stronger in a low-interest...
Persistent link: https://www.econbiz.de/10012628790
This paper examines the effects of monetary policy on the equity values of European banks. We identify monetary policy shocks by looking at changes in the EONIA one-month and two-year swap contract rates during narrow windows around the press statements and press conferences announcing monetary...
Persistent link: https://www.econbiz.de/10011928956
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
On 3 December EY hosted a SUERF conference on banking reform with Sir Howard Davies, the Chairman of RBS, and Dame Colette Bowe, the Chairman of the Banking Standards Board, as the two keynote speakers. Professor David Miles (Imperial College) gave the SUERF 2015 Annual Lecture on Capital and...
Persistent link: https://www.econbiz.de/10011557140
Persistent link: https://www.econbiz.de/10014451565
literature. This paper seeks to study the determinants of bank asset quality and profitability using panel data techniques and … contrary to the general perception. Similarly, with regard to rural bank branches, the results reveal that aversion to rural … allows them to finish with lower levels of NPAs. Further, this study investigates the effect of determinants on profitability …
Persistent link: https://www.econbiz.de/10010507831
Persistent link: https://www.econbiz.de/10012183080
that well-functioning credit markets would reflect a bank channel for monetary policy at work, we test whether a change in … monetary policy has predictable impact on borrowing behaviour of several types of firms, including business group affiliated … and the associated change in interest rate does not affect change in bank credit, change in total debt and the proportion …
Persistent link: https://www.econbiz.de/10011493763
types of banks to monetary policy initiatives of the central bank and the bank lending channel of monetary policy might be …Many developing and emerging markets have high degrees of state bank ownership. In addition, the recent global …. These observations beg the question of whether the effectiveness of monetary policy through a lending channel differs across …
Persistent link: https://www.econbiz.de/10013139823