Direkt zur Hauptnavigation springen Direkt zum Inhalt springen
info(at)avldigital.remove-this.de
Deutsch English
Letzte Suchanfragen

Ergebnisse für *

Zeige Ergebnisse 1 bis 9 von 9.

  1. Liquidity and monetary transmission
    a quasi-experimental approach
    Autor*in: Miller, Sam; Wanengkirtyo, Boromeus
    Erschienen: November 2020
    Verlag:  Bank of England, London

    Zugang:
    Verlag (lizenzpflichtig)
    Verlag (lizenzpflichtig)

    Standort:
    ZBW - Leibniz-Informationszentrum Wirtschaft, Standort Kiel
    Signatur:
    VS 443
    Fernleihe:
    keine Fernleihe
    Export in Literaturverwaltung   RIS-Format
      BibTeX-Format
    Quelle: Verbundkataloge
    Sprache: Englisch
    Medientyp: Buch (Monographie)
    Format: Online
    Schriftenreihe: Staff working paper / Bank of England ; no. 891
    Schlagworte: Bank liquidity; interest rate pass-through; monetary policy
    Umfang: 1 Online-Ressource (circa 45 Seiten), Illustrationen
  2. Interest rate pass-through and bank risk-taking under negative-rate policies with tiered remuneration of central bank reserves
    Autor*in: Basten, Christoph; Mariathasan, Mike
    Erschienen: 2020
    Verlag:  Swiss Finance Institute, Geneva

    We identify the effects of negative interest rate policies on bank behavior using difference-in differences identification and data on all Swiss banks. First, we find that going negative can interrupt not only the pass-through from policy to deposit... mehr

    Zugang:
    Resolving-System (kostenfrei)
    Verlag (kostenfrei)
    Verlag (kostenfrei)

    Standort:
    Helmut-Schmidt-Universität, Universität der Bundeswehr Hamburg, Universitätsbibliothek
    Fernleihe:
    keine Fernleihe

    Standort:
    ZBW - Leibniz-Informationszentrum Wirtschaft, Standort Kiel
    Signatur:
    VS 544
    Fernleihe:
    keine Fernleihe

     

    We identify the effects of negative interest rate policies on bank behavior using difference-in differences identification and data on all Swiss banks. First, we find that going negative can interrupt not only the pass-through from policy to deposit rates, but also that to mortgage rates. Second, banks’ ability to offset negative deposit margins with increased mortgage margins is shown to depend on market power. Third, imposing negative rates on all central bank reserves causes banks to replace one sixth with riskier assets, and cut another sixth without replacement, shortening their balance sheets. Together with increased mortgage margins and fee income, the asset replacement preserves profits, but increases financial stability risks. Fourth, mortgage margin increases, balance sheet contractions and risk increases differ from positive rate policy. Fifth, the interruption in pass-through and the risks to financial stability can be reduced by up to 90% through tiered remuneration, charging marginal reserves only

     
    Export in Literaturverwaltung   RIS-Format
      BibTeX-Format
    Quelle: Verbundkataloge
    Sprache: Englisch
    Medientyp: Buch (Monographie)
    Format: Online
    Weitere Identifier:
    Schriftenreihe: Research paper series / Swiss Finance Institute ; no 20, 98
    Schlagworte: negative interest rate policy; tiered remuneration; interest rate pass-through; credit risk; interest rate risk
    Weitere Schlagworte: Array
    Umfang: 1 Online-Ressource (circa 53 Seiten), Illustrationen
  3. Interest rate pass through in the deposit and loan products provided by Greek banks
    Autor*in: Lazaris, Panagiotis; Petropoulos, Anastasios; Siakoulis, Vasileios; Stavroulakis, Evangelos; Vlachogiannakis, Nikolaos
    Erschienen: February 2021
    Verlag:  Bank of Greece, Athens

    Zugang:
    Verlag (kostenfrei)

    Standort:
    ZBW - Leibniz-Informationszentrum Wirtschaft, Standort Kiel
    Signatur:
    VS 501
    Fernleihe:
    keine Fernleihe
    Export in Literaturverwaltung   RIS-Format
      BibTeX-Format
    Quelle: Verbundkataloge
    Sprache: Englisch
    Medientyp: Buch (Monographie)
    Format: Online
    Schriftenreihe: Working paper / Bank of Greece ; 287
    Schlagworte: interest rate pass-through; bank products; stress testing
    Umfang: 1 Online-Ressource (circa 42 Seiten), Illustrationen
  4. Going below zero - how do banks react?
    Autor*in: Michaelis, Henrike
    Erschienen: [2022]
    Verlag:  Deutsche Bundesbank, Frankfurt am Main

    Exploiting confidential data on individual German bank balance-sheets, I analyse what characterises a bank that opts to apply negative interest rates to corporate deposits. The results suggest that banks that are highly exposed to the negative... mehr

    Zugang:
    Verlag (kostenfrei)
    Resolving-System (kostenfrei)

    Standort:
    Leibniz-Institut für Wirtschaftsforschung Halle, Bibliothek
    Fernleihe:
    keine Fernleihe

    Standort:
    ZBW - Leibniz-Informationszentrum Wirtschaft, Standort Kiel
    Signatur:
    DS 12
    Fernleihe:
    keine Fernleihe

     

    Exploiting confidential data on individual German bank balance-sheets, I analyse what characterises a bank that opts to apply negative interest rates to corporate deposits. The results suggest that banks that are highly exposed to the negative interest rate policy (NIRP), i.e. funded by a larger share of household deposits, are more likely to apply negative corporate deposit rates. Furthermore, I examine whether banks adjusted their fee and commission strategy during the NIRP period and if they do what characterises those banks. My results show that banks adjusted their strategy in deposit business with households during the NIRP period. Compared with before, they generated higher net commission income on their outstanding household deposit holdings.

     
    Export in Literaturverwaltung   RIS-Format
      BibTeX-Format
    Quelle: Verbundkataloge
    Sprache: Englisch
    Medientyp: Ebook
    Format: Online
    ISBN: 9783957299079
    Weitere Identifier:
    hdl: 10419/265429
    Schriftenreihe: Discussion paper / Deutsche Bundesbank ; no 2022, 33
    Schlagworte: Monetary policy transmissions; negative rates; deposits; excess liquidity; interest rate pass-through; fees and commissions
    Umfang: 1 Online-Ressource (circa 42 Seiten), Illustrationen
  5. From central counter to local living: pass-through of monetary policy to mortgage lending rates in districts
    Autor*in: Gregor, Jiří; Janků, Jan; Melecký, Martin
    Erschienen: 2022
    Verlag:  Czech National Bank, Economic Research Department, Praha

    Zugang:
    Verlag (kostenfrei)
    Verlag (kostenfrei)

    Standort:
    ZBW - Leibniz-Informationszentrum Wirtschaft, Standort Kiel
    Signatur:
    VS 490
    Fernleihe:
    keine Fernleihe
    Export in Literaturverwaltung   RIS-Format
      BibTeX-Format
    Quelle: Verbundkataloge
    Sprache: Englisch
    Medientyp: Buch (Monographie)
    Format: Online
    Schriftenreihe: Working paper series / Czech National Bank ; 2022, 9
    Schlagworte: Banking market concentration; districts and regions; heterogeneity; interest rate pass-through; mortgage lending rates
    Umfang: 1 Online-Ressource (circa 30 Seiten), Illustrationen
  6. How does interest rate pass-through change over time?
    rolling windows and the role of the credit risk premium in the pricing of Czech loans
    Autor*in: Hromádková, Eva; Kubicová, Ivana; Saxa, Branislav
    Erschienen: 2023
    Verlag:  Czech National Bank, Economic Research Division, Praha

    Zugang:
    Verlag (kostenfrei)
    Verlag (kostenfrei)

    Standort:
    ZBW - Leibniz-Informationszentrum Wirtschaft, Standort Kiel
    Signatur:
    VS 561
    Fernleihe:
    keine Fernleihe
    Export in Literaturverwaltung   RIS-Format
      BibTeX-Format
    Quelle: Verbundkataloge
    Sprache: Englisch
    Medientyp: Buch (Monographie)
    Format: Online
    Schriftenreihe: Research and policy notes / Czech National Bank ; 2023,2
    Schlagworte: ARDL model; credit premium; interest rate pass-through; rollingwindows
    Umfang: 1 Online-Ressource (circa 30 Seiten), Illustrationen
  7. The pass-through of market interest rates to bank interest rates
    Autor*in: Mayordomo, Sergio; Roibás, Irene
    Erschienen: 2023
    Verlag:  Banco de España, Madrid

    Zugang:
    Verlag (kostenfrei)
    Verlag (kostenfrei)
    Resolving-System (kostenfrei)

    Standort:
    ZBW - Leibniz-Informationszentrum Wirtschaft, Standort Kiel
    Signatur:
    VS 513
    Fernleihe:
    keine Fernleihe
    Export in Literaturverwaltung   RIS-Format
      BibTeX-Format
    Quelle: Verbundkataloge
    Sprache: Englisch
    Medientyp: Buch (Monographie)
    Format: Online
    Weitere Identifier:
    Schriftenreihe: Documentos ocasionales / Banco de España ; no. 2312
    Schlagworte: monetary policy; interest rate pass-through; bank lending channel; loans; retaildeposits; heterogeneity
    Umfang: 1 Online-Ressource (circa 21 Seiten), Illustrationen
  8. Estimating deposit interest rate pass-through in central and Eastern European countries using wavelet transform and error correction model
    Autor*in: Hajnal, Gábor; Hosszú, Zsuzsanna; Ozoróczy, Ákos Attila; Dancsik, Bálint
    Erschienen: January 2024
    Verlag:  Magyar Nemzeti Bank, Budapest

    Our study deals with interest rate pass-through for household and corporate deposits in the Central and Eastern European (CEE) region, focusing on the tightening cycle starting in the middle of 2021. This period is of particular interest for interest... mehr

    Zugang:
    Verlag (kostenfrei)
    Verlag (kostenfrei)

    Standort:
    ZBW - Leibniz-Informationszentrum Wirtschaft, Standort Kiel
    Signatur:
    DS 199
    Fernleihe:
    keine Fernleihe

     

    Our study deals with interest rate pass-through for household and corporate deposits in the Central and Eastern European (CEE) region, focusing on the tightening cycle starting in the middle of 2021. This period is of particular interest for interest rate pass-through, as the sharp hikes by central banks in response to a high inflation environment followed a period characterised by a significant abundance of liquidity. We examine the relationship between interbank and deposit rates using two methods: wavelet transform and error-correction models. Based on the wavelet analysis, we found a weakening of pass-through and a slowdown in the repricing of deposit rates in the current tightening cycle among the countries of the CEE region, particularly in the household segment. Based on the error-correction models, in the sample including the tightening cycle, a weakening in the degree and speed of interest rate pass-through is consistently observed in the Hungarian and Polish deposit markets; and the extent of pass-through of the benchmark rate declined most in the Hungarian household deposit market among the CEE countries. Furthermore, a comparison of the interest rate paths estimated on the basis of the transmission correlations for the period excluding the tightening cycle starting in 2021 and the actual interest rate time series shows that the pass-through of the benchmark rate is the least efficient in the Hungarian household deposit market among the countries of the CEE region

     
    Export in Literaturverwaltung   RIS-Format
      BibTeX-Format
    Quelle: Verbundkataloge
    Sprache: Englisch
    Medientyp: Buch (Monographie)
    Format: Online
    Schriftenreihe: MNB occasional papers ; 151
    Schlagworte: deposit interest rates; interest rate pass-through; wavelet transform; error-correction model
    Umfang: 1 Online-Ressource (circa 48 Seiten), Illustrationen
  9. Interest rate pass-through in the major European economies
    the role of expectations
    Autor*in: Banerjee, Anindya; Bystrov, Victor; Mizen, Paul
    Erschienen: 2010
    Verlag:  Dep. of Economics, Univ. of Birmingham, Birmingham

    Standort:
    Niedersächsische Staats- und Universitätsbibliothek Göttingen
    Fernleihe:
    keine Fernleihe

    Standort:
    ZBW - Leibniz-Informationszentrum Wirtschaft, Standort Kiel
    Fernleihe:
    keine Fernleihe
    Export in Literaturverwaltung   RIS-Format
      BibTeX-Format
    Hinweise zum Inhalt
    Quelle: Verbundkataloge
    Sprache: Englisch
    Medientyp: Buch (Monographie)
    Format: Online
    Schriftenreihe: Discussion papers / Department of Economics, The University of Birmingham ; 10-07
    Schlagworte: forecasting; factor models; interest rate pass-through
    Umfang: Online-Ressource (PDF-Datei: 50 S.), graph. Darst.