This study investigates the effects of a flattening of the yield curve and decreasing interest rates on the net interest margin (NIM) of 41 Dutch banks during the period 2008Q1 to 2016Q2. Our contribution to the literature is that we distinguish explicitly between net interest income from pure...

This paper explores the impact of low (but) positive and negative market interest rates on euro area banks' net interest margin (NIM) and its components, retail lending and retail deposit rates. Using two proprietary bank-level data sets, I find a positive impact of the level of the short-term...

This paper explores the impact of low (but) positive and negative market interest rates on euro area banks' net interest margin (NIM) and its components, retail lending and retail deposit rates. Using two proprietary bank-level data sets, I find a positive impact of the level of the short-term...

This paper explores the determinants of the net interest margin (NIM) using unbalanced panel data from 2003 to 2017. This paper's objective is achieved by using a two-step system generalised method of moment (GMM) for estimation. Three different models are to account for two alternative measures...