Počet záznamů: 1
Funding Costs and Loan Pricing by Multinational Bank Affiliates
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SYSNO ASEP 0339946 Druh ASEP J - Článek v odborném periodiku Zařazení RIV J - Článek v odborném periodiku Poddruh J Ostatní články Název Funding Costs and Loan Pricing by Multinational Bank Affiliates Tvůrce(i) Derviz, Alexis (UTIA-B) RID, ORCID Zdroj.dok. Working Paper CNB - ISSN 1803-7070
Roč. 9, č. 9 (2009), s. 1-48Poč.str. 48 s. Jazyk dok. eng - angličtina Země vyd. CZ - Česká republika Klíč. slova multinational banks ; bank loan pricing ; internal capital market Vědní obor RIV AH - Ekonomie CEZ AV0Z10750506 - UTIA-B (2005-2011) Anotace 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 bank condition. 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 minor economic significance in the case of the Czech banking sector Pracoviště Ústav teorie informace a automatizace Kontakt Markéta Votavová, votavova@utia.cas.cz, Tel.: 266 052 201. Rok sběru 2011
Počet záznamů: 1