Bank management of the net interest margin: New measures

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Bank management of the net interest margin: New measures. / Memmel, Christoph; Schertler, A.
In: Financial Markets and Portfolio Management, Vol. 27, No. 3, 2013, p. 275-297.

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@article{f3df514bc77a4a52a462f4fa1c3d5381,
title = "Bank management of the net interest margin: New measures",
abstract = "We decompose the change in banks' net interest margin into a change in market-wide bank rates and a change in balance-sheet composition. The usefulness of this decomposition is illustrated for a detailed data set of German bank balance sheets, broken down into different maturities, creditors and borrowers, and degrees of liquidity. Our main findings are as follows. (1) Changes in market-wide bank rates have a much higher explanatory power for net interest margins than changes in balance-sheet composition. (2) On average, banks employ interest rate derivatives to hedge on-balance risk since changes in market-wide rates affect the net interest margin less strongly for derivatives users than for non-users. (3) When risk taking becomes more lucrative, derivatives users tend to increase their on-balance exposure more than do non-users.",
keywords = "Management studies, Balance-sheet composition, Banking, Net interest margin",
author = "Christoph Memmel and A. Schertler",
year = "2013",
doi = "10.1007/s11408-013-0212-y",
language = "English",
volume = "27",
pages = "275--297",
journal = "Financial Markets and Portfolio Management",
issn = "1555-4961",
publisher = "Springer New York LLC",
number = "3",

}

RIS

TY - JOUR

T1 - Bank management of the net interest margin

T2 - New measures

AU - Memmel, Christoph

AU - Schertler, A.

PY - 2013

Y1 - 2013

N2 - We decompose the change in banks' net interest margin into a change in market-wide bank rates and a change in balance-sheet composition. The usefulness of this decomposition is illustrated for a detailed data set of German bank balance sheets, broken down into different maturities, creditors and borrowers, and degrees of liquidity. Our main findings are as follows. (1) Changes in market-wide bank rates have a much higher explanatory power for net interest margins than changes in balance-sheet composition. (2) On average, banks employ interest rate derivatives to hedge on-balance risk since changes in market-wide rates affect the net interest margin less strongly for derivatives users than for non-users. (3) When risk taking becomes more lucrative, derivatives users tend to increase their on-balance exposure more than do non-users.

AB - We decompose the change in banks' net interest margin into a change in market-wide bank rates and a change in balance-sheet composition. The usefulness of this decomposition is illustrated for a detailed data set of German bank balance sheets, broken down into different maturities, creditors and borrowers, and degrees of liquidity. Our main findings are as follows. (1) Changes in market-wide bank rates have a much higher explanatory power for net interest margins than changes in balance-sheet composition. (2) On average, banks employ interest rate derivatives to hedge on-balance risk since changes in market-wide rates affect the net interest margin less strongly for derivatives users than for non-users. (3) When risk taking becomes more lucrative, derivatives users tend to increase their on-balance exposure more than do non-users.

KW - Management studies

KW - Balance-sheet composition

KW - Banking

KW - Net interest margin

U2 - 10.1007/s11408-013-0212-y

DO - 10.1007/s11408-013-0212-y

M3 - Journal articles

VL - 27

SP - 275

EP - 297

JO - Financial Markets and Portfolio Management

JF - Financial Markets and Portfolio Management

SN - 1555-4961

IS - 3

ER -