the determinants of bank interest rate margins

The Determinants of Bank Interest Spread in Brazil ppt

Ngày tải lên : 22/03/2014, 23:20

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The Determinants of Bank Net Interest Margin: Evidence from the Lebanese Banking Sector ppt

Ngày tải lên : 22/03/2014, 17:20

... on bank NIM, we implement the natural log of assets (SIZE) to detect the effect of bank size on interest rate margins. The impact of growth of deposits (DEP) will also be tested. To detect the ... the development of interest rates in Lebanon. In section 3 we shed light on the literature regarding the determinants of bank net interest margins. The empirical methodology of the study is presented ... the main determinants of net interest margins are bank- specific factors, whereas others claim that the industry-specific factors are more important. On the other hand, others believe that the...

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1. Tài Chính - Ngân Hàng
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Determinants of bank interest margins: impact of maturity transformation pdf

Ngày tải lên : 29/03/2014, 13:20

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Tài liệu The Benefits of Bank Deposit Rate Ceilings: New Evidence on Bank Rates and Risk in the 1920s (p. 2) docx

Ngày tải lên : 15/02/2014, 05:20

... Report of the Conbttion J of the at the close of business on the I day of. ^^ 192.9 as found upon exami- nation made by the direction and authority of the Superintendent of Banks of the State of ... in the interest rate table on page 4 of the report. 3 The passbook rate varies across the sample banks, so there is something to explain. Among these banks, the passbook rate ranges from ... Savings Banks ' Due New York State Savings and Loan Associations, Credit Unions and Land Bank Deposits of the State of New York Deposits of the Superintendent of Banks of the State of New...

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Tài liệu Temi di discussione: Are there asymmetries in the response of bank interest rates to monetary shocks? pdf

Ngày tải lên : 17/02/2014, 03:20

... the high velocity of adjustment of the interbank rate to the policy rate in the 1990s. However, a formal test of exclusion of this variable from the model can be accepted only marginally (the ... to the characteristics of the monetary policy impulse. This means that in the long run the pass-through from money market rates to bank rates has the same size independent of the sign of the ... in the period 1985-2002. The main results of the paper are: 1) the speed of adjustment of bank interest rates to monetary policy changes increased significantly after the introduction of the...

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Working Paper Series no 1096 / September 2009: The determinants of Bank capital structure potx

Ngày tải lên : 15/03/2014, 10:20

... capital structure of banks back to differences in the quality of corporate governance in the banks. Frank and 29 There are other interesting differences in the governance of banks relative ... tentative answers to both of these questions. Within the standard corporate finance theories, the high leverage of banks suggests either (i) that the tax benefits for banks are larger than for ... increase the fit of the leverage regressions. The sign, magnitude and significance of the bank- level variables remain unchanged except for profits in the market leverage regression. Some of the...

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The Sensitivity of Bank Net Interest Margins and Profitability to Credit, Interest-Rate, and Term-Structure Shocks Across Bank Product Specializations potx

Ngày tải lên : 15/03/2014, 14:20

... Conceptually, the value of the shareholders’ interest can be thought of as a call option on the assets of the firm, with the ability to put the assets to the debt holders if the value of the assets ... in the area of bank interest- rate risk and the behavior of NIM has been largely limited since the late 1980s, when the savings and loan crisis brought the issue of interest- rate risk to the ... as hypothesized, that the interest- rate sensitivity associated with a bank s funding has a significant, positive effect on the bank s net interest margins, regardless of the interest- rate environment....

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Bank of England Interest Rate Announcements and the Foreign Exchange Market ∗ doc

Ngày tải lên : 06/03/2014, 14:20

... behavior of market participants in the various segments of the foreign exchange market. In this paper, we have isolated the impact of knee-jerk trading on the volatility of returns around the time of ... and Taylor (2004) in their high-frequency study of the exchange rate effects of ECB interest rate announcements, suggest- ing that they are robust. 18 An interesting extension of our results would ... Surprise Measures The table contains interest rate decisions of the MPC for the period June 1997–October 2007. “Bloomberg Expectation” refers to the interest rate change predicted by the median expectation...

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The sensitivity of bank stock returns to market, interest and exchange rate risks docx

Ngày tải lên : 22/03/2014, 17:20

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The information content of central bank interest rate projections: Evidence from New Zealand pot

Ngày tải lên : 22/03/2014, 23:20

... dis- cussion of the interest rate projections of the RBNZ and Qvigstad (2006) for criteria for an appropriate future policy rate path. 3 4 The impact of interest rate projections along the yield curve The ... how the unexpected part of the interest rate projections affects the market interest rates along the yield curve. 4.1 Level and timing components of an unexpected change in the interest rate ... volatil- ity. Therefore, our empirical results suggest that the forward guidance of the central bank might be improved by shortening the horizon of the interest rate projections. We further explored how the...

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Forecast uncertainty and the Bank of England interest rate decisions ppt

Ngày tải lên : 22/03/2014, 23:20

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WORKING PAPER SERIES NO. 393 / SEPTEMBER 2004: THE DETERMINANTS OF THE OVERNIGHT INTEREST RATE IN THE EURO AREA doc

Ngày tải lên : 22/03/2014, 23:20

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Tài liệu Bank mergers and the dynamics of deposit interest rates doc

Ngày tải lên : 17/02/2014, 03:20

... part of the overlapping geographical range of the two merging banks). In contrast, from the point of view of a local market in which only one of the merging banks has been operating, the merger ... estimate the impact of the merged banks’ size (target’s size), we include the volume of total assets of the target bank 18 (normalized to the acquirer’s total assets) in the regression. The cross-product ... change of market share realized in the year of the merger. That is, we approximate the change of market share caused by the merger as the difference between the bank s market share in the years...

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The Determinants of Commercial Bank Profitability in Sub-Saharan Africa potx

Ngày tải lên : 06/03/2014, 14:20

... Schumacher (2000) apply the model of Ho and Saunders(1981) to analyze the determinants of interest margins in six countries of the European Union and the US during the period 1988–95. They find that ... work is a first attempt to study the profitability of the banking sectors in SSA countries. Given the key role that the financial sector plays in the expansion of the private productive sector, ... predetermined. The magnitude and significance of the coefficient on the lagged ROA confirm the dynamic nature of the model, and show a moderate persistence in return. The coefficient estimate of 0.21...

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Retail Bank Interest Rate Pass-Through: The Turkish Experience pptx

Ngày tải lên : 15/03/2014, 02:20

... money market rate, are changed. According to these studies the speed of adjustment of lending rates to changes in policy interest rate may depend on the elasticity of the demand for bank loans ... in the banking system of Turkey by empirically examining the pass-through that is defined as the degree and the speed of adjustment of interest rates to money market rate. Most central banks ... that the degree of short term pass through is mainly related with the factors like the level of concentration in the banking system, inflation, volatility of money market rate and bank costs. The...

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WORKING PAPER NO. 136 RETAIL BANK INTEREST RATE PASS-THROUGH: NEW EVIDENCE AT THE EURO AREA LEVEL docx

Ngày tải lên : 15/03/2014, 14:20

... due to the fact that factors other than the market interest rate might play a role in the determination of retail bank interest rates and because of measurement errors in the interest rate series. 6 ... market interest rates are not immediately reflected in retail bank interest rates. In other words, bank interest rates are sticky in the short term. The immediate response of deposit rates to ... to the extent by which market interest rate shocks are immediately passed through to retail bank interest rates. The share of the immediate pass-through of a market interest shock to the interest...

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WORKING PAPER SERIES NO. 580 / JANUARY 2006: BANK INTEREST RATE PASS-THROUGH IN THE EURO AREA A CROSS COUNTRY COMPARISON ppt

Ngày tải lên : 22/03/2014, 23:20

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Determinants of lending interest rates and interest rate spreads pptx

Ngày tải lên : 22/03/2014, 23:20

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The Duration of Bank Retail Interest Rates BY Ben R. Craig and Valeriya Dinger ppt

Ngày tải lên : 22/03/2014, 23:20

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ON THE DETERMINANTS OF CAPITAL STRUCTURE: AN EMPIRICAL STUDY OF VIETNAMESE LISTED FIRMS

Ngày tải lên : 09/09/2013, 23:46

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1. Luận Văn - Báo Cáo
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