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- W1526378499 abstract "In the recent past, the bond market has become an important financing source for some European banks. The costs of such funding source differ significantly between institutions, as well as throughout time. As a consequence, it is important to identify the determinants of this variability. The monitoring of spreads over time allows for the estimation of potential funding costs in bond markets for each bank. In order to empirically assess the determinants of such variability, an extensive database was built, containing information on the characteristics of each issue and each issuer, as well as on the evolution of secondary market spreads of each security through time. Database exploration allowed us to conclude that longer residual maturities and subordination clauses are associated with higher spreads. In turn, higher issue amounts and the existence of collateral work in the opposite sense. In what concerns the profile of the issuer, it was observed that higher solvency, liquidity and efficiency levels are positively evaluated by the market, yielding lower spreads. Finally, we studied the impact of macroeconomic conditions on the time evolution of spreads, concluding that spreads tend to increase in periods with higher long-term interest rates and in periods of economic slowdown." @default.
- W1526378499 created "2016-06-24" @default.
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- W1526378499 date "2004-01-01" @default.
- W1526378499 modified "2023-09-24" @default.
- W1526378499 title "Determinants of bank’s financing costs in the bond market" @default.
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