Low interest rates and banks’ interest margins: Does belonging to a banking group matter?

B-Tier
Journal: Journal of Banking & Finance
Year: 2023
Volume: 154
Issue: C

Authors (5)

Argimon, Isabel (not in RePEc) Danton, Jayson M. (not in RePEc) de Haan, Jakob (not in RePEc) Rodriguez-Martin, Javier (Schweizerische Nationalbank (S...) Rodriguez-Moreno, Maria (Banco de España)

Score contribution per author:

0.402 = (α=2.01 / 5 authors) × 1.0x B-tier

α: calibrated so average coauthorship-adjusted count equals average raw count

Abstract

Using data for a large sample of banks from 31 OECD countries over 1995–2018, we analyze the impact of belonging to a banking group on banks’ net interest margins. Our results confirm a positive relationship between interest rates and interest margins, which is stronger in a low-interest rate environment. For banks that are foreign subsidiaries of a banking group, we find that interest margins are less sensitive to the local interest rate. Our results show that such foreign subsidiaries are also sensitive to the interest rate prevailing in the group's headquarters.

Technical Details

RePEc Handle
repec:eee:jbfina:v:154:y:2023:i:c:s0378426623001644
Journal Field
Finance
Author Count
5
Added to Database
2026-01-25