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The Dealership Model for Interest Margins: The Case of the Greek Banking Industry

The Dealership Model for Interest Margins: The Case of the Greek Banking Industry In this article we empirically investigate various versions of the Dealership model for Greek commercial banks. In particular, we set out to uncover the banks' net interest margin determinants by controlling for bank-specific characteristics as well as controlling for changes in the macroeconomic environment. The findings indicate that the determination of net interest margins is broadly consistent with the Dealership model. In particular, there is strong evidence supporting the view that default, interest rate and liquidity risks are significant determinants of net interest margins. http://www.deepdyve.com/assets/images/DeepDyve-Logo-lg.png Journal of Emerging Market Finance SAGE

The Dealership Model for Interest Margins: The Case of the Greek Banking Industry

Journal of Emerging Market Finance , Volume 1 (1): 24 – May 1, 2002

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References (19)

Publisher
SAGE
Copyright
Copyright © by SAGE Publications
ISSN
0972-6527
eISSN
0973-0710
DOI
10.1177/097265270200100105
Publisher site
See Article on Publisher Site

Abstract

In this article we empirically investigate various versions of the Dealership model for Greek commercial banks. In particular, we set out to uncover the banks' net interest margin determinants by controlling for bank-specific characteristics as well as controlling for changes in the macroeconomic environment. The findings indicate that the determination of net interest margins is broadly consistent with the Dealership model. In particular, there is strong evidence supporting the view that default, interest rate and liquidity risks are significant determinants of net interest margins.

Journal

Journal of Emerging Market FinanceSAGE

Published: May 1, 2002

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