We show that negative monetary policy rates induce systemic banks to reach-for-yield. For identification, we exploit … the 26 largest euro area banking groups. Banks with more customer deposits are negatively affected by negative rates, as … higher returns. Effects are stronger for less capitalized banks, private sector (financial and non-financial) securities and …

In this paper, we analyse a relationship between net interest margin (NIM) of EU banks and market interest rates in a … low-interest rate environment. We contribute to the literature when examining a large sample of annual data on 629 banks … investigated banks. Second, a higher market concentration, proxied by the Herfindahl index, leads to higher NIM. Finally, we show a …

The aim of this paper is twofold: first, to study the determinants of banks' net interest margin with a particular … for banks of the relaxation of a binding prudential limit on maturity mismatch, in place in Italy until the mid-2000s. The …

We show that negative monetary policy rates induce systemic banks to reach-for-yield. For identification, we exploit … the 26 largest euro area banking groups. Banks with more customer deposits are negatively affected by negative rates, as … higher returns. Effects are stronger for less capitalized banks, private sector (financial and non-financial) securities and …

In this paper, we analyze the relationship between the net interest margin (NIM) of US and European banks and market … on 1,155 banks from United States and EU member countries during the 2011-2016 period, which also covers periods of zero …, we show significant differences by bank type: saving banks, real estate and mortgage banks, and cooperative banks report …

monopoly. This paper explores the degree of competition in the credit market of Argentina in the period 2002-2007. The …

If banks solve an inter-temporal problem under adverse selection and moral hazard, then bank specific factors …, regulatory and supervisory features, market structure, and macroeconomic factors affect banks loan interest rates and their … spread over deposit interest rates. To examine post financial-reform interest rate pass through for Indian banks after …

initiated by the central bank, i.e. structural changes of: credit policy of the banking system, development in the external …