Matches in SemOpenAlex for { <https://semopenalex.org/work/W3125247858> ?p ?o ?g. }
Showing items 1 to 89 of
89
with 100 items per page.
- W3125247858 abstract "This paper explores the extent to which interest risk exposure is priced in bank margins. Our contribution to the literature is twofold: First, we present an extended model of Ho and Saunders (1981) that explicitly captures interest rate risk and returns from maturity transformation. Banks price interest risk according to their individual exposure separately in loan and deposit rates, but reduce these charges when they expect returns from maturity transformation. Second, using a comprehensive dataset covering the German universal banks between 2000 and 2009, we test the model-implied hypotheses not only for the commonly investigated net interest income, but additionally for interest income and expenses separately. Controlling for earnings from bank-individual maturity transformation strategies, we find all banks to charge additional fees for macroeconomic interest volatility exposure. Microeconomic on-balance interest risk exposure from maturity transformation, however, only affects the smaller savings and cooperative banks, but not private commercial banks. Returns are only priced in income margins." @default.
- W3125247858 created "2021-02-01" @default.
- W3125247858 creator A5002048537 @default.
- W3125247858 creator A5038421928 @default.
- W3125247858 creator A5071798533 @default.
- W3125247858 creator A5088952159 @default.
- W3125247858 date "2012-01-01" @default.
- W3125247858 modified "2023-09-29" @default.
- W3125247858 title "Determinants of Bank Interest Margins: Impact of Maturity Transformation" @default.
- W3125247858 doi "https://doi.org/10.2139/ssrn.2796872" @default.
- W3125247858 hasPublicationYear "2012" @default.
- W3125247858 type Work @default.
- W3125247858 sameAs 3125247858 @default.
- W3125247858 citedByCount "2" @default.
- W3125247858 countsByYear W31252478582015 @default.
- W3125247858 countsByYear W31252478582018 @default.
- W3125247858 crossrefType "journal-article" @default.
- W3125247858 hasAuthorship W3125247858A5002048537 @default.
- W3125247858 hasAuthorship W3125247858A5038421928 @default.
- W3125247858 hasAuthorship W3125247858A5071798533 @default.
- W3125247858 hasAuthorship W3125247858A5088952159 @default.
- W3125247858 hasBestOaLocation W31252478582 @default.
- W3125247858 hasConcept C10138342 @default.
- W3125247858 hasConcept C101433766 @default.
- W3125247858 hasConcept C106159729 @default.
- W3125247858 hasConcept C129489539 @default.
- W3125247858 hasConcept C138496976 @default.
- W3125247858 hasConcept C139719470 @default.
- W3125247858 hasConcept C149782125 @default.
- W3125247858 hasConcept C15744967 @default.
- W3125247858 hasConcept C162324750 @default.
- W3125247858 hasConcept C16969640 @default.
- W3125247858 hasConcept C175025494 @default.
- W3125247858 hasConcept C175444787 @default.
- W3125247858 hasConcept C2777764128 @default.
- W3125247858 hasConcept C2781426361 @default.
- W3125247858 hasConcept C29122968 @default.
- W3125247858 hasConcept C29944286 @default.
- W3125247858 hasConcept C556758197 @default.
- W3125247858 hasConcept C6175523 @default.
- W3125247858 hasConcept C91602232 @default.
- W3125247858 hasConceptScore W3125247858C10138342 @default.
- W3125247858 hasConceptScore W3125247858C101433766 @default.
- W3125247858 hasConceptScore W3125247858C106159729 @default.
- W3125247858 hasConceptScore W3125247858C129489539 @default.
- W3125247858 hasConceptScore W3125247858C138496976 @default.
- W3125247858 hasConceptScore W3125247858C139719470 @default.
- W3125247858 hasConceptScore W3125247858C149782125 @default.
- W3125247858 hasConceptScore W3125247858C15744967 @default.
- W3125247858 hasConceptScore W3125247858C162324750 @default.
- W3125247858 hasConceptScore W3125247858C16969640 @default.
- W3125247858 hasConceptScore W3125247858C175025494 @default.
- W3125247858 hasConceptScore W3125247858C175444787 @default.
- W3125247858 hasConceptScore W3125247858C2777764128 @default.
- W3125247858 hasConceptScore W3125247858C2781426361 @default.
- W3125247858 hasConceptScore W3125247858C29122968 @default.
- W3125247858 hasConceptScore W3125247858C29944286 @default.
- W3125247858 hasConceptScore W3125247858C556758197 @default.
- W3125247858 hasConceptScore W3125247858C6175523 @default.
- W3125247858 hasConceptScore W3125247858C91602232 @default.
- W3125247858 hasLocation W31252478581 @default.
- W3125247858 hasLocation W31252478582 @default.
- W3125247858 hasLocation W31252478583 @default.
- W3125247858 hasOpenAccess W3125247858 @default.
- W3125247858 hasPrimaryLocation W31252478581 @default.
- W3125247858 hasRelatedWork W1548962008 @default.
- W3125247858 hasRelatedWork W1817404164 @default.
- W3125247858 hasRelatedWork W1999353897 @default.
- W3125247858 hasRelatedWork W2002068742 @default.
- W3125247858 hasRelatedWork W2059812431 @default.
- W3125247858 hasRelatedWork W2098346240 @default.
- W3125247858 hasRelatedWork W2216482355 @default.
- W3125247858 hasRelatedWork W2265075623 @default.
- W3125247858 hasRelatedWork W2279265923 @default.
- W3125247858 hasRelatedWork W2284952005 @default.
- W3125247858 hasRelatedWork W2581265455 @default.
- W3125247858 hasRelatedWork W2781479402 @default.
- W3125247858 hasRelatedWork W3036078534 @default.
- W3125247858 hasRelatedWork W3121233255 @default.
- W3125247858 hasRelatedWork W3124127556 @default.
- W3125247858 hasRelatedWork W3124966617 @default.
- W3125247858 hasRelatedWork W3139729923 @default.
- W3125247858 hasRelatedWork W3207592305 @default.
- W3125247858 hasRelatedWork W65472541 @default.
- W3125247858 hasRelatedWork W2603580775 @default.
- W3125247858 isParatext "false" @default.
- W3125247858 isRetracted "false" @default.
- W3125247858 magId "3125247858" @default.
- W3125247858 workType "article" @default.