Bitte verwenden Sie diesen Link, um diese Publikation zu zitieren, oder auf sie als Internetquelle zu verweisen:
https://hdl.handle.net/10419/52133
Kompletter Metadatensatz
DublinCore-Feld | Wert | Sprache |
---|---|---|
dc.contributor.author | Memmel, Christoph | en |
dc.contributor.author | Schertler, Andrea | en |
dc.date.accessioned | 2011-11-15 | - |
dc.date.accessioned | 2011-11-23T15:46:37Z | - |
dc.date.available | 2011-11-23T15:46:37Z | - |
dc.date.issued | 2011 | - |
dc.identifier.isbn | 978-3-86558-753-4 | en |
dc.identifier.uri | http://hdl.handle.net/10419/52133 | - |
dc.description.abstract | We decompose the change in banks' net interest margin into a change in market-wide bank rates and a change in the balance-sheet composition. Our empirical findings from a detailed data set on German banks' balance-sheet positions, broken down into different maturities, creditors and borrowers and degrees of liquidity are as follows: (i) Changes in bank rates have a much greater impact on and explain more of the variation in net interest margins than do changes in balance-sheet compositions. (ii) Changes in bank rates and changes in balance-sheet compositions affect the change in the net interest margin less strongly for derivative users than for non-users. On average, banks employ interest rate derivatives to reduce on-balance risk. (iii) When risk-taking becomes more lucrative, banks tend to increase their on-balance exposure. This effect is more pronounced for derivative users than for non-users. | en |
dc.language.iso | eng | en |
dc.publisher | |aDeutsche Bundesbank |cFrankfurt a. M. | en |
dc.relation.ispartofseries | |aDiscussion Paper Series 2 |x2011,13 | en |
dc.subject.jel | G21 | en |
dc.subject.ddc | 330 | en |
dc.subject.keyword | net interest margin | en |
dc.subject.keyword | banking | en |
dc.subject.keyword | balance-sheet composition | en |
dc.title | Banks' management of the net interest margin: Evidence from Germany | - |
dc.type | Working Paper | en |
dc.identifier.ppn | 672239868 | en |
dc.rights | http://www.econstor.eu/dspace/Nutzungsbedingungen | en |
dc.identifier.repec | RePEc:zbw:bubdp2:201113 | en |
Datei(en):
Publikationen in EconStor sind urheberrechtlich geschützt.