Bank Mergers and Deposit Interest Rate Rigidity pdf
Bank Mergers and Deposit Interest Rate Rigidity pdf
... interest rate duration and its determinants is of key
importance for understanding interest rate dynamics.
3. Bank mergers and the probability of changing bank retail interest rates
I start the ... the effect of bank mergers on deposit rate rigidity by
exploring the difference in the duration of deposit rate spells between banks which have
recently accom...
Tài liệu Bank mergers and the dynamics of deposit interest rates doc
... literature on deposit rate dynamics around bank mergers
has so far ignored the rigidity of deposit rates. As documented in earlier studies
(Hannan and Berger, 1991; and Neumark and Sharpe, 1992) deposit ... adjustment—of bank deposit
rates to changes in the reference rate during the current and previous periods—is
modified by bank mergers and the characte...
Tài liệu BANK LENDING AND INTEREST- RATE DERIVATIVES pdf
... of 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 ... percent of the sample banks reported using interest-
rate options, and 8.61 percent reported using FRAs. Only 3.28 percent of the sample banks
reported using interest- rate f...
Bank income and profits over the business and interest rate cycle pdf
... change and the banking sectors’ reactions cannot be stricly separated in explaining
trends in net interest margins and banking profits.
3.2 Bank performance measures
In general, bank performance and ... 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...
Tài liệu Deregulation of Savings Bank Deposit Interest Rate: A Discussion Paper pptx
... of Interest Rates
Correlation Coefficient
1 2
I. Weighted Term Deposit Rate and Call Rate 0.82
II. Weighted Savings Deposit Rate and Call Rate 0.18
III. Weighted Term Deposit Rate and ... retail bank deposit rates and market
interest rates and increasing the degree of long-term pass-through for retail bank deposit rates
2
.
He also showed that t...
Interest Rate Options - A discussion of how investors can help control interest rate exposure and make the most of the interest rate market pdf
... of
forward rates, option prices may move sharply
when current spot rates are unchanged.
14
Basic Strategies
with
Interest Rate
Options
Using options to implement interest
rate strategies offers ... originally paid
when the option was purchased and the pre-
mium received upon the sale of the option.
11
Interest Rate Movement
and Option Premium.
Interest Rate Options in man...
A Microeconometric Investigation into Bank Interest Rate Rigidity pot
... across different bank
products, with checking account rates and money market deposit account rates being the most
inflexible deposit rates
9
and personal loan rates and credit card rates being ... observations and variation of market
and bank characteristics. Data on bank mergers are drawn (as in Craig and Dinger 2009) from
the Supervisory Master File of Bank Me...
A Rational Savings Bank Deposit Interest Rate in India pptx
... policy rate will
be the guiding rate for SB deposit rate as it is in case for base rate and term deposit rates
of the banks.
39. We suggest an approach to provide a basis for fixing the SB deposit ... in SB deposit interest rate varies from bank to bank.
9. This raises several questions: (a) How long should RBI maintain status quo and focus
only towards ban...
Tài liệu IMPACT OF BANK COMPETITION ON THE INTEREST RATE PASS-THROUGH IN THE EURO AREA pptx
... (2002), Bank concentration and retail interest rates’,
Journal of Banking
and Finance
26, 2155-2189.
Cottarelli, C., and A. Kourelis (1994), ‘Financial structure, bank lending rates and the ... determining the level of bank interest rates. Factors such as credit
and interest risk, banks’ degree of risk aversion, operating costs, and bank efficiency are also likely...
Tài liệu Effective Interest Rate (EIR) pdf
...
introduce "flat interest rates" and commissions:
Possibility 3: Flat Interest Rates and their APR and EIR equivalence.
"Flat interest rates" are not interest rates per se but ... periodic interest
rate
William R. Tucker
Bankakademie Micro Banking Competence Center: 5-6 September 2000
7
PERIODIC INTEREST RATE
The financial term &q...