BANK INTEREST RATES AND LOAN DETERMINANTS* ppt

... PASS-THROUGH OF MONEY MARKET INTEREST RATES TO BANK INTEREST RATES AND BANK LOANS This section examines the pass-through of money market interest rates to bank lending rates and bank loans, based not only ... of banking institutions as factors deter- mining the evolution of interest rates and bank loans. 2. MODELLING BANK INTEREST RATES 2.1. Theoretical...

Ngày tải lên: 15/03/2014, 01:20

... and Ross Levine (2000): “Guide to database on bank regulation and supervision“, Worldbank database. Bartholdy J., Boyle G. and Stover R., 2001: “Deposit insurance and the risk premium in bank ... emerging role of banks in e-commerce”. Federal Reserve Bank of NewYork, Current Issues in economics and finance. Deposit Insurance, Institutions and Bank Interest...

Ngày tải lên: 15/02/2014, 05:20

... remuneration, and (ii) the impact on the bank s lending and deposit rates. The impact of the first effect is expected to be negative since under-remunerated reserves lower a bank s net interest income and ... the net interest margin variable for domestic banks (at 3.7 percent) and foreign banks (at 2.9 percent). This small difference, however, masks that foreign banks tend to a...

Ngày tải lên: 15/03/2014, 14:20

... of bank interest rates is more sluggish for bank rates on long-term loans to enterprises, loans to households for consumer credit and house purchases and time deposits, than the one of rates ... that market interest rates are (weakly) exogenous to retail bank interest rates. This assumption makes economically sense, since bank interest rates are not expected...

Ngày tải lên: 22/03/2014, 23:20

... lending and deposit rates) and ex post spreads (being the difference between realised interest income and interest costs). Both approaches have advantages and disadvantages. Since we are interested ... determination of the interest rates and interest rate spreads. 28 References Afanasieff, T. S., Lhacer, P. M. V. and M. I. Nakane (2002), ‘The Determinants of Ba...

Ngày tải lên: 22/03/2014, 23:20

Ngày tải lên: 06/03/2014, 02:21

... the lending and funding interest rates, stood at 22.4% p.a. Graph 5 illustrates the evolution of the average bank spread since January 2001 (including fixed, floating and FX-linked interest rate ... operations). There are significant differences between interest rates and spreads on loans to individuals and loans to companies. The average spread on corporate loans, which st...

Ngày tải lên: 06/03/2014, 02:21

... of bank interest rates is more sluggish for bank rates on long-term loans to enterprises, loans to households for consumer credit and house purchases and time deposits, than the one of rates ... that market interest rates are (weakly) exogenous to retail bank interest rates. This assumption makes economically sense, since bank interest rates are not expected...

Ngày tải lên: 15/03/2014, 14:20

Ngày tải lên: 22/03/2014, 17:20

... commercial banks and by flooding the system with liquidity so as to drive short-term interest rates close to zero. Although counterparty risk is now in abeyance, forcing short-term interest rates ... expenditures and cutting taxes. Central banks followed the lead of the U.S. Federal Reserve by driving down short-term interest rates toward zero: almost exactly zero for overn...

Ngày tải lên: 22/03/2014, 17:20