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21 Jun 2023
RDP
2023-05
Callan Windsor, Terhi Jokipii and Matthieu Bussiere
Starting with the impact on banks' interest margins, several studies identify a nonlinear relationship between interest rates and NIMs, with the marginal impact of a cut to the cash rate larger ... In fact, for France, Norway and Poland a further
https://www.rba.gov.au/publications/rdp/2023/2023-05/full.html
21 Jun 2023
RDP
2023-05
Callan Windsor, Terhi Jokipii and Matthieu Bussiere
As a result, following a cut to cash rates, these banks can ensure the fall in their lending rates is closer to the decrease in their funding costs, leaving NIMs less
https://www.rba.gov.au/publications/rdp/2023/2023-05/channels-of-monetary-policy-to-bank-profitability.html
21 Jun 2023
RDP
2023-05
Callan Windsor, Terhi Jokipii and Matthieu Bussiere
C. C. UC. UC. UC. UC. UC. UC. C. C. Low-rate threshold. ... The low-rate threshold for each central bank is plotted in Figure 1.
https://www.rba.gov.au/publications/rdp/2023/2023-05/data-description.html
21 Jun 2023
RDP
2023-05
Callan Windsor, Terhi Jokipii and Matthieu Bussiere
In fact, for France, Norway and Poland a further reduction in the cash rate from already low levels appears to have a relatively lower impact on NIMs. ... With lower short-term interest rates compressing NIMs, banks reacted by increasing loan volumes,
https://www.rba.gov.au/publications/rdp/2023/2023-05/empirical-findings-across-countries.html
21 Jun 2023
RDP
2023-05
Callan Windsor, Terhi Jokipii and Matthieu Bussiere
Literature on Bank Profitability and Interest Rates. Callan Windsor, Terhi Jokipii and Matthieu Bussiere. ... Starting with the impact on banks' interest margins, several studies identify a nonlinear relationship between interest rates and NIMs, with the
https://www.rba.gov.au/publications/rdp/2023/2023-05/literature-on-bank-profitability-and-interest-rates.html