Artikel
Banks' Net Interest Margin and the Level of Interest Rates
The prevailing view in the literature is that, in the long run, an increase in the level of interest rates will impact positively on banks' net interest margins. Using a time series of more than 40 years for the German banking system, we confirm this effect (the net interest margin increases by 7 basis points for every 100 basis point increase in the interest rate level). What is more, we show that the opposite effect exists in the short run. In addition, we analyze the consequences of the low-interest-rate environment and find that banks' interest margins on retail deposits, especially term deposits, have declined by up to 97 basis points.
- Sprache
-
Englisch
- Erschienen in
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Journal: Credit and Capital Markets – Kredit und Kapital ; ISSN: 2199-1235 ; Volume: 50 ; Year: 2017 ; Issue: 3 ; Pages: 363-392
- Klassifikation
-
Wirtschaft
Banks; Depository Institutions; Micro Finance Institutions; Mortgages
- Thema
-
Net interest margin
level of interest rates
- Ereignis
-
Geistige Schöpfung
- (wer)
-
Busch, Ramona
Memmel, Christoph
- Ereignis
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Veröffentlichung
- (wer)
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Duncker & Humblot
- (wo)
-
Berlin
- (wann)
-
2017
- DOI
-
doi:10.3790/ccm.50.3.363
- Letzte Aktualisierung
-
10.03.2025, 11:43 MEZ
Datenpartner
Dieses Objekt wird bereitgestellt von:
ZBW - Deutsche Zentralbibliothek für Wirtschaftswissenschaften - Leibniz-Informationszentrum Wirtschaft. Bei Fragen zum Objekt wenden Sie sich bitte an den Datenpartner.
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Objekttyp
- Artikel
Beteiligte
- Busch, Ramona
- Memmel, Christoph
- Duncker & Humblot
Entstanden
- 2017
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