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Funding Costs and Loan Pricing by Multinational Bank Affiliates
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SYSNO ASEP 0339946 Document Type J - Journal Article R&D Document Type Journal Article Subsidiary J Ostatní články Title Funding Costs and Loan Pricing by Multinational Bank Affiliates Author(s) Derviz, Alexis (UTIA-B) RID, ORCID Source Title Working Paper CNB - ISSN 1803-7070
Roč. 9, č. 9 (2009), s. 1-48Number of pages 48 s. Language eng - English Country CZ - Czech Republic Keywords multinational banks ; bank loan pricing ; internal capital market Subject RIV AH - Economics CEZ AV0Z10750506 - UTIA-B (2005-2011) Annotation 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 Workplace Institute of Information Theory and Automation Contact Markéta Votavová, votavova@utia.cas.cz, Tel.: 266 052 201. Year of Publishing 2011
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