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  • We analyze the determinants of interest rate spreads of different loan categories in the Czech Republic during 2004-2011. We employ a detailed bank supervisory dataset that allows us to construct the actual spreads for four loan categories, namely small and large corporate loans, consumer loans and mortgages, on a monthly basis. Our regression analysis shows that bank and macroeconomic characteristics matter more for setting the spreads for small corporate loans and mortgages rather than for large corporate loans and consumer loans. Interest rate risk determines the spreads for all loan categories. The global financial crisis has, to a certain extent, increased the responsiveness of spreads to interest rate risk and liquidity risk. (C) 2014 Elsevier B.V. All rights reserved.
  • We analyze the determinants of interest rate spreads of different loan categories in the Czech Republic during 2004-2011. We employ a detailed bank supervisory dataset that allows us to construct the actual spreads for four loan categories, namely small and large corporate loans, consumer loans and mortgages, on a monthly basis. Our regression analysis shows that bank and macroeconomic characteristics matter more for setting the spreads for small corporate loans and mortgages rather than for large corporate loans and consumer loans. Interest rate risk determines the spreads for all loan categories. The global financial crisis has, to a certain extent, increased the responsiveness of spreads to interest rate risk and liquidity risk. (C) 2014 Elsevier B.V. All rights reserved. (en)
Title
  • The interest rate spreads in the Czech Republic: Different loans, different determinants?
  • The interest rate spreads in the Czech Republic: Different loans, different determinants? (en)
skos:prefLabel
  • The interest rate spreads in the Czech Republic: Different loans, different determinants?
  • The interest rate spreads in the Czech Republic: Different loans, different determinants? (en)
skos:notation
  • RIV/00216208:11230/14:10281688!RIV15-GA0-11230___
http://linked.open...avai/riv/aktivita
http://linked.open...avai/riv/aktivity
  • P(GAP402/12/1993)
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  • 1
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  • 22376
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  • RIV/00216208:11230/14:10281688
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  • Czech Republic; Financial crisis; Banks; Interest rate spreads (en)
http://linked.open.../riv/klicoveSlovo
http://linked.open...odStatuVydavatele
  • NL - Nizozemsko
http://linked.open...ontrolniKodProRIV
  • [AE71B71D46E9]
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  • Economic Systems
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  • 38
http://linked.open...iv/tvurceVysledku
  • Horváth, Roman
  • Hlaváček, Michal
  • Hainz, Christa
http://linked.open...ain/vavai/riv/wos
  • 000334088400004
issn
  • 0939-3625
number of pages
http://bibframe.org/vocab/doi
  • 10.1016/j.ecosys.2013.10.002
http://localhost/t...ganizacniJednotka
  • 11230
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