DETERMINANTS OF COMMERCIAL BANKS INTEREST RATE SPREADS: SOME EMPIRICAL EVIDENCE FROM THE EASTERN CARIBBEAN CURRENCY UNION pdf

... DETERMINANTS OF COMMERCIAL BANKS INTEREST RATE SPREADS: SOME EMPIRICAL EVIDENCE FROM THE EASTERN CARIBBEAN CURRENCY UNION by Kari H I Grenade March 2007 C ODE: WP/07/01 EASTERN ... EMPIRICAL EVIDENCE FROM THE EASTERN CARIBBEAN CURRENCY UNION KARI H. I. GRENADE * A BSTRACT: A trend analysis of commercial...

Ngày tải lên: 22/03/2014, 23:20

... Germany. 8 The number of banks in the table reflects the number of banks in the data set with complete information. The bank/gdp ratio defined as the total assets of the deposit money banks divided ... percentage. At the low end, there are several developed countries, Luxembourg and the Netherlands, and Egypt with a net interest margin of about 1 percent. Fo...

Ngày tải lên: 15/03/2014, 14:20

... 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 Along the line of the ... 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...

Ngày tải lên: 15/03/2014, 14:20

... to corroborate the accuracy of the study. The accounting method used by various studies analyses the factors that make up the interest rate spread using information from the profit and loss ... revenue from interest- based activities. On the other hand, reserve requirements account for an average of 12.4% of the interest rate spread, considerably lower t...

Ngày tải lên: 15/03/2014, 14:20

... prolonged effect of this factor on the lending rates. In order to analyse whether the behaviour of the big banks regarding ‘bad loans’ differs from the behaviour of the other banks in the sample, ... to detect the factors that influence the interest rate policy of the banks. The main conclusion of the paper is related to the results regarding th...

Ngày tải lên: 22/03/2014, 23:20

... suffered by banks as they become “too large.” The marginal statistical significance of the regression coefficient, on the other hand, adds further evidence to the hypothesis that, thanks to some degree ... predetermined. The magnitude and significance of the coefficient on the lagged ROA confirm the dynamic nature of the model, and show a moderate persistence...

Ngày tải lên: 06/03/2014, 14:20

... tests the overall validity of the instruments by analyzing the sample analog of the moment conditions used in the estimation process. We cannot reject the null hypothesis that the full set of orthogonality ... reflecting the higher marginal product of the relatively scarce domestic capital. IV. WHY ARE INTEREST RATES SO LOW IN EMES? In view of the evidenc...

Ngày tải lên: 15/03/2014, 14:20

Ngày tải lên: 22/03/2014, 17:20

... the development of interest rates in Lebanon. In section 3 we shed light on the literature regarding the determinants of bank net interest margins. The empirical methodology of the study is presented ... helped the interest rates in Lebanon to decline. The interest rate differential in favour of the Lebanese Pound has brought the level of dollarizati...

Ngày tải lên: 22/03/2014, 17:20

... interest rates. In this section, we therefore explore the impact of the RBNZ’s interest rate projections on the behavior of longer-term interest rates. Our empirical results indicated that futures rates ... 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 a...

Ngày tải lên: 22/03/2014, 23:20