Browsing Arbeidsnotater / Working Papers by Author "Vatne, Bjørn Helge"
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How Do Banks’ Funding Costs Affect Interest Margins?
Raknerud, Arvid; Vatne, Bjørn Helge; Rakkestad, Ketil Johan (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 Impact of House Prices on Household Debt When Controlling for Home Ownership
Jacobsen, Dag Henning; Vatne, Bjørn Helge (Working Papers;8/2011, Working paper, 2011)We analyze the effect of house price changes on debt secured on dwellings in Norway. To this end, we use both macro time series and micro panel data. With the intention of being both a cross-check and motivation for the ... -
The Relation Between Banks' Funding Costs, Retail Rates and Loan Volumes: An Analysis of Norwegian Bank Micro Data
Raknerud, Arvid; Vatne, Bjørn Helge (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 ...