| bibtype |
J -
Journal Article
|
| ARLID |
0339946 |
| utime |
20240103193208.9 |
| mtime |
20101019235959.9 |
| title
(primary) (eng) |
Funding Costs and Loan Pricing by Multinational Bank Affiliates |
| specification |
|
| serial |
| ARLID |
cav_un_epca*0339945 |
| ISSN |
1803-7070 |
| title
|
Working Paper CNB |
| volume_id |
9 |
| volume |
9 (2009) |
| page_num |
1-48 |
|
| keyword |
multinational banks |
| keyword |
bank loan pricing |
| keyword |
internal capital market |
| author
(primary) |
| ARLID |
cav_un_auth*0101079 |
| name1 |
Derviz |
| name2 |
Alexis |
| full_dept (cz) |
Ekonometrie |
| full_dept (eng) |
Department of Econometrics |
| department (cz) |
E |
| department (eng) |
E |
| institution |
UTIA-B |
| full_dept |
Department of Econometrics |
| fullinstit |
Ústav teorie informace a automatizace AV ČR, v. v. i. |
|
| source |
|
| cas_special |
| research |
CEZ:AV0Z10750506 |
| abstract
(eng) |
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 |
| reportyear |
2011 |
| RIV |
AH |
| permalink |
http://hdl.handle.net/11104/0183312 |
| arlyear |
2009 |
| mrcbU63 |
cav_un_epca*0339945 Working Paper CNB 1803-7070 Roč. 9 č. 9 2009 1 48 |
|