Bank business models at negative interest rates

Bernd Schwaab

Research Bulletin, 2017, vol. 40

Abstract: Not all banks are the same. They differ in terms of size, complexity, organisation, activities, funding choices and geographical reach. This article shows how changes in the yield curve and reductions in the ECB’s deposit facility rate (DFR) to negative values have affected different types of banks in different ways, thus giving rise to different market perceptions of banks’ risks. JEL Classification: C33, G20, G21

Keywords: Bank business model; Clustering; Negative interest rates; Systemic risk; Unconventional monetary policy measures (search for similar items in EconPapers)
Date: 2017-11
Note: 955417
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Citations: View citations in EconPapers (5)

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