BANK LOAN COMMITMENTS AND INTEREST RATE VOLATILITY potx

Ngày tải lên: 15/03/2014, 01:20

... reduces rate volatility. Key words: Central bank communication, interest rate forecasts, central bank transparency, financial market efficiency Middeldorp: Federal Reserve Bank of New York and Utrecht ... capita, transparency and sample characteristics 10 3.2 Professional forecasts error and interest rate volatility Several sources are available for professional int...

Ngày tải lên: 29/03/2014, 13:20

... further publication. Central Bank Interventions, Communication and Interest Rate Policy in Emerging European Economies Balázs Égert, Oesterreichische Nationalbank; EconomiX at the University ... M^HELYTANULMÁNYOK DISCUSSION PAPERS MT-DP – 2006/15 Central Bank Interventions, Communication and Interest Rate Policy in Emerging European Economies BALÁZS É...

Ngày tải lên: 15/03/2014, 14:20

... derivative instruments, in particular interest- rate options, interest- rate futures, and interest- rate forwards, is associated with higher growth rates in C&I loans. 5. Robustness Check To check ... in bank capital standards on loan loss provisions and loan write-offs, Journal of Accounting and Economics 25, 69-99. Kim, S., and G. D. Koppenhaver, 1992, An em...

Ngày tải lên: 17/02/2014, 03:20

... market and banking rates is the ratio between deposits and total funding (RETAIL), including deposits, bonds and interbank borrowing. Banks which use relatively more bonds and interbank debt ... (policy rates, real GDP, inflation, interest rate volatility) , are captured by the constant α . Following Albertazzi and Marchetti (2010) and Hale and Santos 4 For a survey...

Ngày tải lên: 17/02/2014, 03:20

... Malaysia, Thailand, and Turkey using monthly data over the period 1980 to 2000. We use bank deposit rates and inter -bank rates when information on deposit rates is not available. These rates are ... is expected to be a decline in interest rates. Hence, the net impact of liberalization on emerging market interest rates and in turn the impact of interest rates on UIRP is an...

Ngày tải lên: 06/03/2014, 14:20

... liabilities. The net interest income from the loans -and- deposits business with non-banks significantly increases with higher interest rates, more loans and rising concentration in the banking industry. ... Financial and Quantitative Analysis 23, 231–235. Angbazo, L. (1997), Commercial bank net interest margins, default risk, interest- rate risk, and off-balance sheet banking,...

Ngày tải lên: 06/03/2014, 14:20

Ngày tải lên: 15/03/2014, 14:20

... maturity structure of Loans and Advances. In the case of demand loans and term loans, we assume these are entirely floating rate loans, linked to the Prime Lending Rate. We assume that PLR ... easing of controls on interest rates has led to higher interest rate volatility in India. Hence, there is a need to measure and monitor the interest rate exposure of Indian ba...

Ngày tải lên: 22/03/2014, 17:20

... 2005), Sander and Kleimeier (2004), and Kok Sørensen and Werner (2006). 13 Namely, four types of loan products (mortgage loans, consumer loans and short and long-term loans to enterprises) and ... countries, bank interest rate spreads on mortgage loans, consumer loans and short-term loans to enterprises are significantly lower in more competitive markets. This resul...

Ngày tải lên: 15/02/2014, 05:20