Determinants of Bank Interest Margins in the Caucasus and Central Asia /

In this paper, we use a bank-level panel dataset to investigate the determinants of bank interest margins in the Caucasus and Central Asia (CCA) over the period 1998-2013. We apply the dealership model of Ho and Saunders (1981) and its extensions to assess the extent to which high spreads of banks i...

Disgrifiad llawn

Manylion Llyfryddiaeth
Prif Awdur: Almarzoqi, Raja
Awduron Eraill: Ben Naceur, Sami
Fformat: Cylchgrawn
Iaith:English
Cyhoeddwyd: Washington, D.C. : International Monetary Fund, 2015.
Cyfres:IMF Working Papers; Working Paper ; No. 2015/087
Mynediad Ar-lein:Full text available on IMF
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100 1 |a Almarzoqi, Raja. 
245 1 0 |a Determinants of Bank Interest Margins in the Caucasus and Central Asia /  |c Raja Almarzoqi, Sami Ben Naceur. 
264 1 |a Washington, D.C. :  |b International Monetary Fund,  |c 2015. 
300 |a 1 online resource (29 pages) 
490 1 |a IMF Working Papers 
500 |a <strong>Off-Campus Access:</strong> No User ID or Password Required 
500 |a <strong>On-Campus Access:</strong> No User ID or Password Required 
506 |a Electronic access restricted to authorized BRAC University faculty, staff and students 
520 3 |a In this paper, we use a bank-level panel dataset to investigate the determinants of bank interest margins in the Caucasus and Central Asia (CCA) over the period 1998-2013. We apply the dealership model of Ho and Saunders (1981) and its extensions to assess the extent to which high spreads of banks in the CCA can be related to bank-specific variables, to competition, and to macroeconomic factors. We find that interest spreads are affected by operating cost, credit risk, liquidity risk, bank size, bank diversification, banking sector competition, and macroeconomic policies; but the impact depends on the country. 
538 |a Mode of access: Internet 
700 1 |a Ben Naceur, Sami. 
830 0 |a IMF Working Papers; Working Paper ;  |v No. 2015/087 
856 4 0 |z Full text available on IMF  |u http://elibrary.imf.org/view/journals/001/2015/087/001.2015.issue-087-en.xml  |z IMF e-Library