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Please use this identifier to cite or link to this item: http://hdl.handle.net/10400.5/1365

Title: Do macro-financial variables matter for european bank interest margins and profitability?
Authors: Mendes, Victor
Abreu, Margarida
Issue Date: 2003
Publisher: Global Economic Modeling Network
Citation: Mendes, Victor e Margarida Abreu. 2003. "Do macro-financial variables matter for european bank interest margins and profitability?". Comunicação apresentada na EcoMod2003 - International Conference on Policy Modeling, Turquey, Istanbul.
Abstract: The main goal of this paper is to study the determinants of bank interest margins and profitability for some European countries in the last decade. We use a set of bank characteristics, macroeconomic and regulatory indicators as well as financial structure variables in order to explain interest margins and profitability. We evaluate whether European countries, sharing a common bond - European Monetary System membership - also share the same interest margin and profitability determinants. Beyond the usual micro variables, the paper examines whether bank size and capitalisation as well as inflation, economic growth, exchange rate policy, financial liberalisation and exchange rate turmoil, could be accepted as explanatory variables for bank performance. At the same time, we evaluate the impact of the EMS crisis of 1992/3/4 on the net interest margin and bank profitability, as well as the impact of the liberalisation of capital movements on Portuguese and Spanish banks.
Description: Preliminary version
URI: http://hdl.handle.net/10400.5/1365
Appears in Collections:DE - Comunicações em Actas de conferências / Conference Documents

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