Low interest rates and banks’ interest margins: Does belonging to a banking group matter?

Isabel Argimon, Jayson M. Danton, Jakob de Haan, Javier Rodriguez-Martin, Maria Rodriguez-Moreno*

*Corresponding author voor dit werk

OnderzoeksoutputAcademicpeer review

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Samenvatting

Using data for a large sample of banks from 31 OECD countries over 1995–2018, we analyze the impact of belonging to a banking group on banks’ net interest margins. Our results confirm a positive relationship between interest rates and interest margins, which is stronger in a low-interest rate environment. For banks that are foreign subsidiaries of a banking group, we find that interest margins are less sensitive to the local interest rate. Our results show that such foreign subsidiaries are also sensitive to the interest rate prevailing in the group's headquarters.

Originele taal-2English
Artikelnummer106966
Aantal pagina's16
TijdschriftJournal of Banking and Finance
Volume154
Vroegere onlinedatum20-jul.-2023
DOI's
StatusPublished - sep.-2023

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