Interest and Hazard Rates of Russian Saving Banks

Martin Carree

ERIM Report Series Research in Management from Erasmus Research Institute of Management (ERIM), ERIM is the joint research institute of the Rotterdam School of Management, Erasmus University and the Erasmus School of Economics (ESE) at Erasmus University Rotterdam

Abstract: The number of (registered) commercial banks in Russia increased at a fast pace after the 1988 banking reform. Many of these banks lacked supervision and operated with dangerously low funding capital. In this paper we investigate the determinants of the hazard rates of banks active on the Moscovian deposits market during the 1994-97 period. We find that market share and duration have had a negative effect on the hazard rate, while the interest rate offered has had a positive effect.

Keywords: banking; hazard rates; transition economies (search for similar items in EconPapers)
JEL-codes: G21 L20 M P34 (search for similar items in EconPapers)
Date: 2000-07-07
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Citations: View citations in EconPapers (2)

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