0339946 20240103193208.920101019235959.9 48 s. cav_un_epca*03399451803-707099 (2009)1-48 multinational banks bank loan pricing internal capital market cav_un_auth*0101079 Derviz Alexis Ekonometrie Department of Econometrics E E UTIA-B Department of Econometrics Ústav teorie informace a automatizace AV ČR, v. v. i. http://library.utia.cas.cz/separaty/2010/E/derviz-funding costs and loan pricing by multinational bank affiliates.pdf CEZ:AV0Z10750506 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 2011 AH http://hdl.handle.net/11104/0183312 2009 cav_un_epca*0339945 Working Paper CNB 1803-7070 Roč. 9 č. 9 2009 1 48