-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 …

Using granular data of German banks for the 2003 to 2018 period, we analyse the determinants of bank rates on retail … deposits. We nd that a bank's rate on sight deposits is especially low if the bank operates in rural districts, if it is not … exposed to strong competition and if it provides much service. Regarding the rates on term deposits, we nd that the bank …

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 …

bank's net interest margin, where this shock consists not only of a level shift, but also of a change in the steepness of … the term structure. Our simplified model can replicate stylized features of different bank business models.The outcome of … our parsimonious model for a bank's interest business is broadly in line with the results of a quantitative survey among …

We empirically analyze the impact of uninsured deposits on a bank's cost of public debt. Uninsured depositors can exert … market discipline over a bank and potentially reduce its agency cost of debt through informed monitoring. We use a sample of … public bond issues by U.S. bank holding companies from 1994 to 2013 and find statistically strong evidence that banks with …