BANK RISK-TAKING IN CONNECTION WITH INTEREST RATES

被引：0
|
作者：
Sponerova, Martina [1 ]
Sponer, Miroslav [1 ]
机构：
[1] Masaryk Univ, Fac Econ & Adm, Dept Finance, Brno, Czech Republic
来源：
SGEM 2016, BK 2: POLITICAL SCIENCES, LAW, FINANCE, ECONOMICS AND TOURISM CONFERENCE PROCEEDINGS, VOL III | 2016年
关键词：
interest rate; risk-taking; banking industry; non-performing; loan profitability;
D O I：
暂无
中图分类号：
F8 [财政、金融];
学科分类号：
0202 ;
摘要：
The gradual decrease of interest rates is noticed from the beginning of 2000 to the present. It caused that the risk-taking appetite of banks increased and banks have softened their lending standards. We examine the impact of interest rates on bank risk taking and on the profitability of banks in this paper. The research is applied on four biggest banks in the Czech Republic and their sister companies operating in a country where the whole group of financial institutions is established. We compare the results and answer following questions. Do low interest rates increase risk-taking appetite of banks in Czech Republic equally as of their sister companies? How Czech banks faces to low interest rates in connection with profitability comparing to their sister companies?
引用
收藏
页码：65 / 72
页数：8
相关论文
共 50 条
  • [1] Interest rates and bank risk-taking
    Delis, Manthos D.
    Kouretas, Georgios P.
    [J]. JOURNAL OF BANKING & FINANCE, 2011, 35 (04) : 840 - 855
  • [2] Interest Rates and the Bank Risk-Taking Channel
    Dell'Ariccia, Giovanni
    Marquez, Robert
    [J]. ANNUAL REVIEW OF FINANCIAL ECONOMICS, VOL 5, 2013, 5 : 123 - 141
  • [3] Nexus of Bank Risk-taking and Interest Rates
    Sponerova, Martina
    Sponer, Miroslav
    [J]. EUROPEAN FINANCIAL SYSTEM 2016: PROCEEDINGS OF THE 13TH INTERNATIONAL SCIENTIFIC CONFERENCE, 2016, : 745 - 751
  • [4] Real interest rates, leverage, and bank risk-taking
    Dell'Ariccia, Giovanni
    Laeven, Luc
    Marquez, Robert
    [J]. JOURNAL OF ECONOMIC THEORY, 2014, 149 : 65 - 99
  • [5] Interest rates and the risk-taking incentives of bank CEOs
    Niu, Jijun
    [J]. ECONOMICS BULLETIN, 2012, 32 (02): : 1555 - 1570
  • [6] Do negative interest rates affect bank risk-taking?
    Bongiovanni, Alessio
    Reghezza, Alessio
    Santamaria, Riccardo
    Williams, Jonathan
    [J]. JOURNAL OF EMPIRICAL FINANCE, 2021, 63 : 350 - 364
  • [7] Bank profitability and risk-taking under low interest rates
    Bikker, Jacob A.
    Vervliet, Tobias M.
    [J]. INTERNATIONAL JOURNAL OF FINANCE & ECONOMICS, 2018, 23 (01) : 3 - 18
  • [8] Ownership, interest rates and bank risk-taking in Central and Eastern European countries
    Drakos, Anastassios A.
    Kouretas, Georgios P.
    Tsoumas, Chris
    [J]. INTERNATIONAL REVIEW OF FINANCIAL ANALYSIS, 2016, 45 : 308 - 319
  • [9] The Effects of Interest Rates on Bank Risk-Taking in South Africa: Do Cyclical and Location Asymmetries Matter?
    Moyo, Clement
    Phiri, Andrew
    [J]. INTERNATIONAL JOURNAL OF FINANCIAL STUDIES, 2024, 12 (02):
  • [10] The impacts of interest rates on banks' loan portfolio risk-taking
    Adao, Luiz F. S.
    Silveira, Douglas
    Ely, Regis A.
    Cajueiro, Daniel O.
    [J]. JOURNAL OF ECONOMIC DYNAMICS & CONTROL, 2022, 144
12345