Browsing Norges Banks publikasjonsserier / Norges Bank publication series by Subject "pass-through"
Now showing items 1-2 of 2
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How Do Banks’ Funding Costs Affect Interest Margins?
(Working Papers;9/2011, Working paper, 2011)We use a dynamic factor model and a detailed panel data set with quarterly accounts data on all Norwegian banks to study the effects of banks’ funding costs on their retail rates. Banks’ funds are categorized into two ... -
The Relation Between Banks' Funding Costs, Retail Rates and Loan Volumes: An Analysis of Norwegian Bank Micro Data
(Working Papers;17/2012, Working paper, 2012)We use a dynamic factor model and a detailed panel data set for six Norwegian bank groups to analyze i) how funding costs affect retail loan rates and ii) how retail rate differences between banks affect market shares. The ...