Commercial bank net interest margins, default risk, interest-rate risk, and off-balance sheet banking
- 1 January 1997
- journal article
- Published by Elsevier in Journal of Banking & Finance
- Vol. 21 (1) , 55-87
- https://doi.org/10.1016/s0378-4266(96)00025-8
Abstract
No abstract availableKeywords
This publication has 24 references indexed in Scilit:
- The Relationship between Capital and Earnings in BankingJournal of Money, Credit and Banking, 1995
- Some Evidence on the Empirical Significance of Credit RationingJournal of Political Economy, 1992
- Off-balance sheet liabilities, deposit insurance and capital regulationJournal of Banking & Finance, 1991
- Loan commitments and bank risk exposureJournal of Banking & Finance, 1991
- Capital regulation and insured banks choice of individual loan default risksJournal of Monetary Economics, 1989
- The effects of DIDMCA on bank stockholders' returns and riskJournal of Banking & Finance, 1988
- The Determinants of Bank Interest Margins: A NoteJournal of Financial and Quantitative Analysis, 1988
- The Effect of Interest Rate Changes on the Common Stock Returns of Financial InstitutionsThe Journal of Finance, 1984
- The Determinants of Bank Interest Margins: Theory and Empirical EvidenceJournal of Financial and Quantitative Analysis, 1981
- Dealership marketJournal of Financial Economics, 1980