Which interest rate scenario is the worst one for a bank? Evidence from a tracking bank approach for German savings and cooperative banks potx

... Estimates for the Capital Buffer, All Banks, Savings Banks, and Cooperative Banks, 1995–2003 (1) (2) (3) (4) (5) (6) All Banks All Banks All Banks All Banks Savings Banks Cooperative Banks ... Estimates for the Capital Buffer, Savings Banks and Cooperative Banks, 1995–2003 (1) (2) (3) (4) Savings Banks Cooperative Banks Savings Bank...

Ngày tải lên: 15/03/2014, 09:20

... Bulletin, which has a cutoff date for the data before the pol- icy meeting, it is straightforward to establish what data are available at the time of the interest rate decision. Thus, among the measures of ... Austrian National Bank, the Bank for International Settlements, the Bundesbank, the European Central Bank, De Nederlandsche Bank, and the Universit...

Ngày tải lên: 17/02/2014, 03:20

... between the expected growth rate of output (or aggregate demand) and the real interest rate, rather than a connection between the level of output and the real interest rate. (That is, the standard IS ... 1 above, which associated a lower interest rate with higher inflation. Instead, he argued that the nominal interest rate had to rise one- for -one...

Ngày tải lên: 06/03/2014, 02:21

... State Bank of Patiala, State Bank of Mysore, Allahabad Bank, Uco Bank and Bank of Rajasthan. In addition, for Central Bank of India we obtain a negative value for the time deposits in the 1-14 days ... results emphasise that a casual perusal of ‘gap’ statements is an unsatisfactory approach to mea- suring interest rate risk. There is a need for banks...

Ngày tải lên: 06/03/2014, 14:20

... reliance on gap analysis varies. There are some regional and major banks, for example, that quantify interest rate risk using a gap analysis and compare the results of that process against Board-approved ... then aggregated across time bands to produce an estimate of the potential change in economic value of the ADI given the assumed rate change. This approach for...

Ngày tải lên: 15/03/2014, 01:20

... gives the results as reported in Table 3 for lending rate and money market rate relation and in Table 4 for deposit rate and money market rate relation. The maximum eigenvalue and trace statistics ... dichotomization: Private versus state banks and within the private banks. While the state banks were more open to interest rate risk, private ones were...

Ngày tải lên: 15/03/2014, 02:20

... duration in each band and the interest rate change applied to simulate the impact. The weights are based on average maturity of each time band and on the assumption that all balance sheet and ... hypothesis and the accuracy of the basic methodology. 3. REGULATORY FRAMEWORK At an international level, the interest rate risk legal framework is based on the “Prin...

Ngày tải lên: 22/03/2014, 17:20

... primary basis for accounting standards in Indonesia, Malaysia, and Thailand (although Thailand has also been influenced by US GAAP). US GAAP, on the other hand, was the primary basis in the Philippines ... Thailand and mixed for Malaysia. Similarly, the incremental explanatory power of BVPS is increasing for Korea, the Philippines, and Taiwan, decreasing for Indonesi...

Ngày tải lên: 17/02/2014, 09:20

... into the statistical information included in the database; that is, some clues for further, more focused analysis. First, this graph demonstrates that whatever the occasionally missing answers, the ... real wages as of wage arrears. Enterprise Adjustment and the Role of Bank Credit in Russia: Evidence from a 420 Firm's Qualitative Survey 17 Micro-economic analysis...

Ngày tải lên: 06/03/2014, 08:20

... weighted average rank of the acquiring and acquired banks before the merger. In all cases, the efficiency rank is calculated relative to the peer group of all large banks that had data available ... consolidated entity and the appropriate years prior to the merger for both the acquiring and the acquired bank separately.” If a bank acquired more than...

Ngày tải lên: 06/03/2014, 08:21