Retail Bank Interest Rate Pass-Through: The Turkish Experience pptx
Retail Bank Interest Rate Pass-Through: The Turkish Experience pptx
... intends to investigate the relationship between a money market rate and banks’ retail rates by empirically examining the pass-through process in the banking system of Turkey for the period between ... retail interest rates, Turkish banking system, ECM JEL Classification Codes: E43, E52, G21 1. Introduction This study deals with the relationship between a money market rate and banks’ retail ... banks’ retail rates 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...
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WORKING PAPER NO. 136 RETAIL BANK INTEREST RATE PASS-THROUGH: NEW EVIDENCE AT THE EURO AREA LEVEL docx
... respectively.4 Chart 1a illustrates that the level of bank deposit rates depends on maturity: typically the lower the maturity of the deposits the lower the deposit rate. The interest rate on overnight ... analysis between retail bank rates and market interest rates. The aim is to detect which market interest rates are most closely related to the bank interest rate analysed. The idea is to capture ... 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...
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RETAIL BANK INTEREST RATE PASS-THROUGH: IS CHILE ATYPICAL? pptx
... than the interest rates for the other countries. In Chile, however, the degree of comovementbetween retail bank interest rates and the money market rate isessentially the same as in other countries. ... rate 0.920.980.990.760.610.580.700.840.720.860.870.880.990.960.850.980.920.940.930.920.930.940.991.000.840.700.710.800.890.880.890.900.910.980.970.990.960.980.920.890.880.910.880.800.890.900.980.890.840.970.980.990.770.690.630.710.810.330.780.810.590.720.880.830.990.650.870.870.870.740.910.890.910.880.94 Retail Bank Interest Rate Pass-through: Is Chile Atypical?165In addition, an analysis of the lagged autocorrelation between the money market interest rate and retail bank rates shows ... rate 0.981.000.980.790.520.530.730.880.920.820.870.990.980.970.990.980.990.930.940.850.890.920.920.840.890.980.970.990.981.000.980.750.620.610.690.970.970.990.920.870.870.900.870.530.750.850.970.930.991.001.000.720.650.610.680.870.870.760.850.990.970.870.790.760.850.870.900.760.850.970.950.981.000.990.99 Retail Bank Interest Rate Pass-through: Is Chile Atypical?163Over the sample period, the null hypothesis that Chilean interest rates have a unit root without...
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RETAIL BANK INTEREST RATE PASS-THROUGH: IS CHILE ATYPICAL? doc
... plots of retail interest rates. We also considered the possibility of disentangling the impact of the bankingstructure on the pass-through by comparing the response of retail banking rates with ... Rate to Bank Lending Rates: the ChileanBanking Industry," Paper presented at the Sixth Annual Conference of the Central Bank ofChile, December.Bondt, G., 2002, Retail Bank Interest Rate ... Monetary policy rate of the Central Bank, used for setting the interbank lending rate Real rate through July 2001, real rate is derived from nominal thereafter Overnight Interbank Rate mmrnom Nominal...
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WORKING PAPER SERIES NO. 518 / SEPTEMBER 2005: TERM STRUCTURE AND THE SLUGGISHNESS OF RETAIL BANK INTEREST RATES IN EURO AREA COUNTRIES pptx
... interest rate risk (by varying the proportion of fixed -rate versus variable -rate loans, using interest rate swaps). Investigating these strategies is beyond the scope of this paper. rate risk, the ... where rl, rd, mrs and mrl are the retail lending rate, retail deposit rate, the short-term and long-term market interest rate, while rl is alternatively the interest rate on loans to firms (short ... all retail bank interest rates in the period prior to Stage Three of EMU, following market interest rate developments. In addition to the upturn, which took place after April 1999, the other...
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Temi di discussione: An empirical analysis of national differences in the retail bank interest rates of the euro area doc
... institutional banking patterns do not seem to explain the statistical similarity between interest rates. For example bank interest rates do not appear similar either between the Netherlands and ... regressions of the 5 categories of deposit interest rates; in the regressions of the 5 categories of lending interest rates to households; and in the 4 categories 20 of lending interest rates ... consider the effect of the fiscal framework. In our view, this should affect bank rates mainly on the demand side. In fact, what matters for bank rates is not the general taxation on banks, but the...
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REGULATION OF INTEREST RATE BY THE STATE BANK OF VIETNAM (SBV) potx
... lowering the interest rate according to the policy adopted by the Conference of Bankers at the beginning of the year, the State Bank preserved the status quo on the grounds that the inflation rate ... obtain the deposit amount. Due to the high inflation, if the banking industry does not increase the deposit interest rate, the net interest rate may be negative (interest rate < inflation rate) . ... amount). On the other side, to release the captured deposit, the banks can not increase the lending interest rate too high. The “price war” of interest rate is always a danger for the banking system,...
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WORKING PAPER SERIES NO. 518 / SEPTEMBER 2005: TERM STRUCTURE AND THE SLUGGISHNESS OF RETAIL BANK INTEREST RATES IN EURO AREA COUNTRIES docx
... interest rate risk (by varying the proportion of fixed -rate versus variable -rate loans, using interest rate swaps). Investigating these strategies is beyond the scope of this paper. rate risk, the ... where rl, rd, mrs and mrl are the retail lending rate, retail deposit rate, the short-term and long-term market interest rate, while rl is alternatively the interest rate on loans to firms (short ... all retail bank interest rates in the period prior to Stage Three of EMU, following market interest rate developments. In addition to the upturn, which took place after April 1999, the other...
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The information content of central bank interest rate projections: Evidence from New Zealand pot
... response of the corresponding futures rates. Therefore, we explore how changes in the RBNZ’s interest rate projections for the 90-day rate j quarters ahead affect the futures rateswith the corresponding ... 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 ... interest rates.In this section, we therefore explore the impact of the RBNZ’s interest rate projectionson the behavior of longer-term interest rates.Our empirical results indicated that futures rates...
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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
... of market rates and bank rates. In general, bank interest rates seem to adjust most quickly in Spain, with the exception of the interest rates for mortgage loans. The reason for the apparent ... the opportunity cost (for lending rates) or the cost-of-funds (for deposit rates) against which the bank sets its interest rate, in terms of a mark-up to the market rate which compensates the ... difference between the original NRIR rates in January 2003 and the “synthetic” BIR rates in January 2003.17 The difference is then added to the NRIR rates for all the months throughout the period...
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Từ khóa: bank interest rate risk management policythe interest rate marginsecretary of the treasury interest rateinterest rate determined by the secretary of the treasuryinterest rate set by secretary of the treasurythe determinants of the interest rate margins of czech banksNghiên cứu sự biến đổi một số cytokin ở bệnh nhân xơ cứng bì hệ thốngBáo cáo quy trình mua hàng CT CP Công Nghệ NPVNghiên cứu tổ chức pha chế, đánh giá chất lượng thuốc tiêm truyền trong điều kiện dã ngoạiGiáo án Sinh học 11 bài 13: Thực hành phát hiện diệp lục và carôtenôitGiáo án Sinh học 11 bài 13: Thực hành phát hiện diệp lục và carôtenôitĐỒ ÁN NGHIÊN CỨU CÔNG NGHỆ KẾT NỐI VÔ TUYẾN CỰ LY XA, CÔNG SUẤT THẤP LPWANPhối hợp giữa phòng văn hóa và thông tin với phòng giáo dục và đào tạo trong việc tuyên truyền, giáo dục, vận động xây dựng nông thôn mới huyện thanh thủy, tỉnh phú thọPhát triển mạng lưới kinh doanh nước sạch tại công ty TNHH một thành viên kinh doanh nước sạch quảng ninhPhát hiện xâm nhập dựa trên thuật toán k meansNghiên cứu tổng hợp các oxit hỗn hợp kích thƣớc nanomet ce 0 75 zr0 25o2 , ce 0 5 zr0 5o2 và khảo sát hoạt tính quang xúc tác của chúngSở hữu ruộng đất và kinh tế nông nghiệp châu ôn (lạng sơn) nửa đầu thế kỷ XIXQuản lý nợ xấu tại Agribank chi nhánh huyện Phù Yên, tỉnh Sơn La (Luận văn thạc sĩ)chuong 1 tong quan quan tri rui roGiáo án Sinh học 11 bài 14: Thực hành phát hiện hô hấp ở thực vậtGiáo án Sinh học 11 bài 14: Thực hành phát hiện hô hấp ở thực vậtGiáo án Sinh học 11 bài 14: Thực hành phát hiện hô hấp ở thực vậtGiáo án Sinh học 11 bài 14: Thực hành phát hiện hô hấp ở thực vậtTrách nhiệm của người sử dụng lao động đối với lao động nữ theo pháp luật lao động Việt Nam từ thực tiễn các khu công nghiệp tại thành phố Hồ Chí Minh (Luận văn thạc sĩ)Chiến lược marketing tại ngân hàng Agribank chi nhánh Sài Gòn từ 2013-2015MÔN TRUYỀN THÔNG MARKETING TÍCH HỢP