We analyze the impact of negative reference rates on the interest rate behavior of more than 500 Austrian banks from 2009Q1 to 2021Q4. Using panel vector error correction analysis with the Engle-Granger procedure in two steps, we establish a cointegration vector that links bank-specific lending...

This paper presents an integrated risk management methodology for measuring and managing the economics, risks, and financial resources/constraints related to deposits and loans in a commercial bank. Within a comprehensive and integrated framework, we develop valuation and risk models for all...

In modern macroeconomics, the marginal propensity to consume out of transitory income shocks is a central object of interest. This paper empirically explores a parallel concept in banking: the marginal propensity to lend out of unsolicited deposit inflows (MPLD). Using county-level dividend...

The increasing interdependence between non-banking financial institutions (NBFIs) and the banking sector conditions the provision of liquidity in the financial markets. This paper evaluates how the market stress associated to the bankruptcy of one of the most interconnected NBFIs in an emerging...

Companies are under pressure to conduct their business more transparently by presenting reports other than traditional financial statements. The disclosure of non-financial activities in relation to firms' environmental and social impact is expected to influence firm performance and valuation....

The March 2023 banking turmoil has intensified discussions whether social media and the digitalisation of finance have become significant factors in driving severe deposit outflows. We introduce the concept of deposits-at-risk and utilize quantile regressions for disentangling determinants of...

This study investigates to what extent the significant liquidity injections by the ECB over the past 15 years may have created a dependency by banks on central bank liquidity itself. Following Acharya et al. (2024), I examine whether the ECB's liquidity provision changed banks' incentives to...

I develop a banking model with monopolistic competition to analyze the effect of reserve rate policy on bank insolvency risk, when banks are constrained by a zero lower bound on deposit rates. When binding, the lower bound compresses the solvency relevant deposit spread and causes it to be a...

We analyze the impact of negative reference rates on the interest behavior of more than 500 Austrian banks from 2009Q1 to 2021Q4. Using panel vector error correction analysis with the Engle-Granger procedure in two steps, we establish a cointegration vector that links bank-specific lending...

This study examines the relationship between banking sector development (credit and deposits) and economic growth in Ecuador, using quarterly data for the period 2000-2022. An ARDL approach with Bound Test cointegration is employed, incorporating structural breaks using the Bai-Perron test and...

The study analyzes interest rate pass-through for household and corporate deposits in specific markets in the Central and Eastern European (CEE) region, with a focus on the tightening cycle that began in mid-2021. This period is of particular interest to monetary policy, as sharp rate hikes by...

We estimate the uninsured deposit premium - the difference between the rates paid on uninsured versus insured deposits - by linking observed average deposit rates to an estimated share of uninsured deposits. Using U.S. bank data from 1991 to 2025, we show that the average uninsured deposit...

This study examines return connectedness and spillover shock effects between Islamic profit-sharing rates (PSR) and conventional deposit rates (DPR) of banking sectors across various maturities in Türkiye and Malaysia. Overall, financing rates with various maturities in Türkiye act as...

The article examines the peculiarities of investment inclusion in the credit market of Ukraine and the sources of turbulent processes in the banking ecosystem. The formalized model of the interrelation of endogenous factors of investment lending in the time horizon of multiple signs that reduce...

This study aims to evaluate the impact of utilization of self-service cash deposit machines (SSCDMs) on the financial performance of Tanzanian commercial banks, focusing on key parameters like capital adequacy, asset quality, management quality, earning ability, and liquidity. The research,...

The European Central Bank's interest rate hikes since July 2022 have been passed on to customers by banks on credit markets to a much greater extent than on deposit markets. As a result, banks' net interest margins have risen extraordinarily sharply. An analysis of the interest rate pass-through...

We build a balance sheet-based model to capture run risk, i.e., a reduced potential to raise capital from liquidity buffers under stress, driven by depositor scrutiny and further fuelled by fire sales in response to withdrawals. The setup is inspired by the Silicon Valley Bank (SVB) meltdown in...

This study aims to assess the situation of the Current Account and Savings Account ratio (CASA ratio) among listed joint stock commercial banks (JSCBs) in Vietnam. Analytical data sourced from the Financial Statements and Annual Reports of 27 banks over 6 years (2018 - 2023) reveals that the...

The recent banking turmoil was a stark reminder of the fragility associated with banks' funding structures, especially when they rely on an insufficiently diverse uninsured deposit base. Concerns about unrealised losses, triggered by the rapid shift in monetary policy, played a clear role in the...

We develop a framework to estimate bank franchise value. Contrary to existing models, sticky deposits and low deposit rate betas do not imply negative duration. While operating costs could generate negative duration, they are offset by fixed interest rate spreads from lending activity....

Theory suggests that by lending to a firm, inside banks gain an informational advantage over non-lender outside banks. This informational gap hinders borrowers from switching lenders due to a winner's curse faced by competing outside banks, leading to hold-up problems. In this paper, we show...

The recent banking turmoil was a stark reminder of the fragility associated with banks' funding structures, especially when they rely on an insufficiently diverse uninsured deposit base. Concerns about unrealised losses, triggered by the rapid shift in monetary policy, played a clear role in the...

Russia does not release information on the numbers of mobilized and recruited men or casualties of war in Ukraine. In this small note, I propose to use information from regional banking data as a proxy for analyzing the regional incidence of Russian mobilization. Some regions have seen rapid...