Nexus of Bank Risk-taking and Interest Rates

D 2016

Nexus of Bank Risk-taking and Interest Rates

SPONEROVÁ, Martina a Miroslav SPONER

Základní údaje

Originální název

Nexus of Bank Risk-taking and Interest Rates

Autoři

SPONEROVÁ, Martina a Miroslav SPONER

Vydání

Brno, Proceedings of the 13th International Scientific conference European Financial Systems 2016, od s. 745-751, 7 s. 2016

Nakladatel

Masarykova Univerzita

Další údaje

Jazyk

angličtina

Typ výsledku

Stať ve sborníku

Obor

50206 Finance

Stát vydavatele

Česká republika

Utajení

není předmětem státního či obchodního tajemství

Forma vydání

tištěná verze "print"

Odkazy

European Financial systems

Označené pro přenos do RIV

Ano

Kód RIV

RIV/00216224:14560/16:00091157

Organizační jednotka

Ekonomicko-správní fakulta

ISBN

978-80-210-8308-0

UT WoS

000385692200099

Klíčová slova anglicky

interest rate; risk taking; banking industry; non-performing loan; profitability

Příznaky

Mezinárodní význam, Recenzováno

Změněno: 17. 4. 2019 14:52, Mgr. Daniela Marcollová

Anotace

V originále

Many researches proved that the gradual decrease of interest rates from the early 2000s to the present caused the increase of the risk-taking appetite of banks. This theory suggests that a low interest environment drives, ceteris paribus, bank margins and informational asymmetries down. As a consequence, banks react by softening their lending standards, thus raising the level of risk assets in their portfolios and increasing the risk of failure. This paper analyses impact of low interest rates to bank risk-taking in the Czech banking sector and answers following questions. Do low interest rates increase risk-taking appetite of banks in the Czech Republic? How the Czech banking sector faces to low interest rates in connection with profitability?

Návaznosti

MUNI/A/1025/2015, interní kód MU

Název: Hrozby a výzvy prostředí přetrvávajících nízkých úrokových sazeb pro vývoj a stabilitu finančního systému (Akronym: FinStabilita)

Investor: Masarykova univerzita, Hrozby a výzvy prostředí přetrvávajících nízkých úrokových sazeb pro vývoj a stabilitu finančního systému, DO R. 2020_Kategorie A - Specifický výzkum - Studentské výzkumné projekty

Citovat

SPONEROVÁ, Martina a Miroslav SPONER. Nexus of Bank Risk-taking and Interest Rates. In Jan Krajíček, Josef Nešleha, Karel Urbanovský. Proceedings of the 13th International Scientific conference European Financial Systems 2016. Brno: Masarykova Univerzita, 2016, s. 745-751. ISBN 978-80-210-8308-0.

@inproceedings{1356537,
   author = {Sponerová, Martina and Sponer, Miroslav},
   address = {Brno},
   booktitle = {Proceedings of the 13th International Scientific conference European Financial Systems 2016},
   editor = {Jan Krajíček, Josef Nešleha, Karel Urbanovský},
   keywords = {interest rate; risk taking; banking industry; non-performing loan; profitability},
   howpublished = {tištěná verze "print"},
   language = {eng},
   location = {Brno},
   isbn = {978-80-210-8308-0},
   pages = {745-751},
   publisher = {Masarykova Univerzita},
   title = {Nexus of Bank Risk-taking and Interest Rates},
   url = {http://www.efs.econ.muni.cz/},
   year = {2016}
}

TY  - CONF
ID  - 1356537
AU  - Sponerová, Martina - Sponer, Miroslav
PY  - 2016
TI  - Nexus of Bank Risk-taking and Interest Rates
PB  - Masarykova Univerzita
CY  - Brno
SN  - 9788021083080
KW  - interest rate
KW  - risk taking
KW  - banking industry
KW  - non-performing loan
KW  - profitability
UR  - http://www.efs.econ.muni.cz/
L2  - http://www.efs.econ.muni.cz/
N2  - Many researches proved that the gradual decrease of interest rates from the early 2000s to the present caused the increase of the risk-taking appetite of banks. This theory suggests that a low interest environment drives, ceteris paribus, bank margins and informational asymmetries down. As a consequence, banks react by softening their lending standards, thus raising the level of risk assets in their portfolios and increasing the risk of failure. This paper analyses impact of low interest rates to bank risk-taking in the Czech banking sector and answers following questions. Do low interest rates increase risk-taking appetite of banks in the Czech Republic? How the Czech banking sector faces to low interest rates in connection with profitability?
ER  -

SPONEROVÁ, Martina a Miroslav SPONER. Nexus of Bank Risk-taking and Interest Rates. In Jan Krajíček, Josef Nešleha, Karel Urbanovský. \textit{Proceedings of the 13th International Scientific conference European Financial Systems 2016}. Brno: Masarykova Univerzita, 2016, s.~745-751. ISBN~978-80-210-8308-0.

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