Funding Costs and Loan Pricing by Multinational Bank Affiliates

Kód výsledku v IS VaVaI
<a href="https://www.isvavai.cz/riv?ss=detail&h=RIV%2F67985556%3A_____%2F09%3A00339946" target="_blank" >RIV/67985556:_____/09:00339946 - isvavai.cz</a>
Výsledek na webu
—
DOI - Digital Object Identifier
—

Jazyk výsledku
angličtina
Název v původním jazyce
Funding Costs and Loan Pricing by Multinational Bank Affiliates
Popis výsledku v původním jazyce
The paper constructs a model of lending rate determination for a risky loan with the dependence on the lender funding costs. The model is applied to the problem of loan pricing by an affiliate of a multinational bank and its dependence on the parent bankcondition. Testable implications of the model are applied to the ten biggest banks in the Czech Republic with a majority foreign shareholder. It is shown that, although occasionally statistically significant, foreign parent effects are usually of minoreconomic significance in the case of the Czech banking sector
Název v anglickém jazyce
Funding Costs and Loan Pricing by Multinational Bank Affiliates
Popis výsledku anglicky
The paper constructs a model of lending rate determination for a risky loan with the dependence on the lender funding costs. The model is applied to the problem of loan pricing by an affiliate of a multinational bank and its dependence on the parent bankcondition. Testable implications of the model are applied to the ten biggest banks in the Czech Republic with a majority foreign shareholder. It is shown that, although occasionally statistically significant, foreign parent effects are usually of minoreconomic significance in the case of the Czech banking sector

Druh
J<sub>x</sub> - Nezařazeno - Článek v odborném periodiku (Jimp, Jsc a Jost)
CEP obor
AH - Ekonomie
OECD FORD obor
—

Rok uplatnění
2009
Kód důvěrnosti údajů
S - Úplné a pravdivé údaje o projektu nepodléhají ochraně podle zvláštních právních předpisů

Podobné výsledky(10)