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Interest Margins Determinants of Czech Banks

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Author Info
Roman Horváth () (Institute of Economic Studies, Faculty of Social Sciences, Charles University, Prague, Czech Republic, Czech National Bank)

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Abstract

We examine the determinants of interest rate margins of Czech banks employing bank-level dataset at the quarterly frequency in 2000-2006. Our main results are as follows. We find that more efficient banks exhibit lower margins and there is no evidence that the banks with lower margins would compensate themselves with higher fees. Price stability contributes to lower margins. There are some economies of scale, as larger banks tend to charge lower margins. Higher capital adequacy is associated with lower margins contributing to the banking stability. Overall, the results indicate that the determinants of interest rate margins of Czech banks are largely similar to those reported in other studies for developed countries.

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Publisher Info
Paper provided by Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies in its series Working Papers IES with number 2009/11.

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Length: 8pages
Date of creation: Feb 2009
Date of revision: Feb 2009
Handle: RePEc:fau:wpaper:wp2009_11

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Related research
Keywords: commercial banks; interest rate margins; bank efficiency;

Find related papers by JEL classification:
G21 - Financial Economics - - Financial Institutions and Services - - - Banks; Other Depository Institutions; Mortgages
D40 - Microeconomics - - Market Structure and Pricing - - - General
P27 - Economic Systems - - Socialist Systems and Transition Economies - - - Performance and Prospects

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This page was last updated on 2009-11-18.


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