Determinants of bank interest margins: impact of maturity transformation pdf

... German universal banking sector between 2000 and 2009. Both the period of observation and the banking sample are well-suited for an analysis of the impact of maturity transformation on bank margins. ... that bank size is an important determinant how far a bank can shield itself from monetary shocks. 11 11 Discussion Paper Deutsche Bundesbank No 17/2012 Determinants of b...

Ngày tải lên: 29/03/2014, 13:20

... net interest margins. 14 While the impact on bank profits is also negative, this result is not significant. The negative effect on profits may not be significant due the offsetting impact of ... while bank size, as proxied by total assets, has a significant and positive impact on interest margins only. The number of banks variable has no significant impact on either inte...

Ngày tải lên: 15/03/2014, 14:20

... determinants of the bank interest spread. The first step makes use of a panel of banks to relate the bank- level interest spread to a vector of bank observable characteristics plus a set of time dummies. ... section analysis of the determinants of Australian trading bank loan/deposit interest margins: 1962-1981”, Journal of Banking and Finance , 9, 115-1...

Ngày tải lên: 22/03/2014, 23:20

... the interbank rate from the model can be adopted because of the high velocity of adjustment of the interbank rate to the policy rate in the 1990s. However, a formal test of exclusion of this ... following results: 1) the speed of adjustment of bank interest rates to monetary policy changes increased significantly after the introduction of the 1993 Banking Law; 2) inter...

Ngày tải lên: 17/02/2014, 03:20

... rate of 70.8% (Health Area range 63.9–79.4%). The demographic profile of the sample is comparable to that of NSW as a whole (Blyth et al, 2001). The high price of pain 12 Some 20% of females ... essentially two ways of estimating each type of cost: • top-down : providing the total costs of a program element (eg. health system); or • bottom-up : providing estimates...

Ngày tải lên: 20/02/2014, 20:20

... City Department of City Planning. Air Pollution and the Health of New Yorkers: The Impact of Fine Particles and Ozone I 14 15 I Air Pollution and the Health of New Yorkers: The Impact of Fine Particles ... the Health of New Yorkers: The Impact of Fine Particles and Ozone 1 9 I Air Pollution and the Health of New Yorkers: The Impact of Fine Particles and Ozone Overa...

Ngày tải lên: 06/03/2014, 16:20

... Demski and Zimmerman’s 13 point that knowledge of the research process creates a disciplined way of thinking that is of value regardless of the types of problems and issues that managers will face. Before ... currency and relevance of their instruction … through a variety of efforts, including production of intellectual contributions, professional development, and current...

Ngày tải lên: 29/03/2014, 23:20

... 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 to impact on bank margins. ... cost functions for each type of banks, the restrictions (6) likewise apply to each type of bank. The marginal costs of output category j = l (of loans) for bank...

Ngày tải lên: 15/02/2014, 05:20

... show a growing importance of noninterest income as a source of bank earnings. The FDIC Quarterly Banking Profile shows that noninterest income rose from 31 percent of quarterly net operating ... net interest margin in t, NII t is net interest income (interest income less interest expense) in t, EA pt is the amount of interest- earning assets in the portfolio in t, y k...

Ngày tải lên: 15/03/2014, 14:20

... Journal of Money, Investment and Banking ISSN 1450-288X Issue 23 (2012) © EuroJournals Publishing, Inc. 2012 http://www.journalofmoneyinvestmentandbanking.com The Determinants of Bank Net Interest ... of bank- specific factors on bank NIM, we implement the natural log of assets (SIZE) to detect the effect of bank size on interest rate margins. The impact of...

Ngày tải lên: 22/03/2014, 17:20