文章基本信息

标题：General and Specific Behavior of Interest Margin: Evidence from Post Crisis
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作者：Moch Doddy Ariefianto ; Dr. Soenartomo Soepomo
期刊名称：Researchers World - Journal of Arts Science & Commerce
印刷版ISSN：2229-4686
电子版ISSN：2229-4686
出版年度：2011
卷号：2
期号：2
页码：256-275
出版社：Educational Research Multimedia & Publication
摘要：This study addresses one aspect of banking intermediation processes namely how banks set their interest margin. Building from existing theoretical framework as initialized by Ho and Saunders (1981) and further extended by Maudos and Guevara (2004), we propose an empirical scheme that focuses more on internal characteristics. Besides that, also try to investigate some possibilities of specific behavior pertinent to particular category of banks and persistence of profitability. Several findings on behavior variables confirm the theoretical conjecture: liquidity, efficiency, size of asset and macroeconomic condition. Other findings especially on interest rate volatility response and banking relationships provide unique and novel insights. Unlike predicted by theory, banks are unable to perform the role as funds dealer and absorb the cost of money market volatility. Relationship has enabled a certain category of banks to obtain higher interest margin than average
关键词：Net Interest Margin; Internal Characteristics; Panel Data