Showing 1 - 10 of 382
Based on detailed loan portfolio data of a top-20 universal bank in Germany, we investigate the effect of … unconventional monetary policy on corporate loan pricing. We can decompose corporate lending rates, thereby shedding light on intra-bank …, markups earned by the bank, and loan volumes by exploiting the co-existence of eurozone-wide security purchase programs by the …
Persistent link: https://www.econbiz.de/10011301427
An increase in the level of interest rates is said to have a negative impact on banks net interest margins in the short run. Using a time series of more than 40 years for the German banking system, we show that the opposite effect exists in the long run, where an increase in the level of...
Persistent link: https://www.econbiz.de/10011301783
We analyze whether, and if so by how much, stable funding would have contributed to the financial soundness of German banks in the time period between 1995 and 2013, before the Basel III liquidity regulation to address excessive maturity mismatches in the wake of the financial crisis via the Net...
Persistent link: https://www.econbiz.de/10011712679
Certainly the current crisis is affecting seriously the convergence process in EU. Starting from the spatial distribution in EU of some fundamental development indicators before the current crisis, we try to estimate the impact of the prolonged crisis. During last years, the less developed...
Persistent link: https://www.econbiz.de/10011340765
We trace the impact of the European Central Bank (ECB) asset purchase programme (APP) on the yield curve. Exploiting … which central bank purchases reduce the free-float of duration risk and hence compress term premia of yields. We estimate …
Persistent link: https://www.econbiz.de/10012287828
The estimation of dynamic term structure models (DTSMs) turns out to be challenging in the presence of a small sample …
Persistent link: https://www.econbiz.de/10011892034
.S. facilities via internal capital markets. Using proprietary interest rate data reported to the German central bank, we compare …
Persistent link: https://www.econbiz.de/10011712625
development bank for the area, responding to the economic and social needs of individual communities. Objective of a BCC-CR is, in …
Persistent link: https://www.econbiz.de/10011400172
The working group, in valuing the scientific publications made in previous years on the quantification and measurement of the indicators of 'attraction' of a territory, tried to find a sustainable development model, verifing the effect that the recent introduction APEA (Industrial Areas...
Persistent link: https://www.econbiz.de/10011400632
paper provides an overview of the existing research regarding bank reputation in the Republic of Croatia. As corporate … the internal and external dimensions of their CSR and their relation to a bank’s reputation. …
Persistent link: https://www.econbiz.de/10012141502