Bank portfolio composition and macroeconomic activity

Article Abstract:

Variance decompositions are computed from a vector autoregressive model to determine the effects of portfolio composition and money supply on output, price level and interest rate. Standard errors are estimated through Monte Carlo simulations and these estimated standard errors are then used to establish the significance of variance decomposition results. Results show that bank portfolio composition affected macroeconomic variables significantly for both periods covered by the study.

Analysis, Management, Investments, Portfolio management, Bank investments, Macroeconomics

---

Regulation can foster mergers, can mergers foster efficiency? The Italian case

Article Abstract:

The efficiency of Italy's banking industry is positively affected by bank mergers. An analysis of 67 banking deals revealed that the efficiency of merged Italian banks tend to intensify in the long run, especially when the two banks involved in the merger are on the same local markets. Improvement in efficiency was also evident when the size of banks involved in the merger are not too significant.

Italy, Bank mergers

---

Monetary policy and bank portfolios

Article Abstract:

Analysis of the link between monetary policy and bank lending through an extended version of a model developed by Bernanke and Blinder that incorporates commercial paper in the lending process attests to the soundness of the direct relationship assumption between the two variables. However, stability tests did not indicate a consistency in the relationship for some years between 1973 and 1994.

Commercial Banking, Mortgage and Nonmortgage Loan Brokers, Business Financing, Consumer Loans, Models, Monetary policy, Loans, Personal loans

Similar abstracts:

• Abstracts: Monetary policy, indeterminacy and learning. The role of expectations in economic fluctuations and the efficacy of monetary policy
• Abstracts: The missing motivation in macroeconomics. On the irrelevance of input prices for make-or-buy decisions. Simple cost-sharing contracts
• Abstracts: An extensive game as a guide for solving a normal game. Motives and implementation: on the design of mechanisms to elicit opinions
• Abstracts: Banking sector policies and financial development in Nepal. Productivity and financial sector policies: evidence from South East Asia
• Abstracts: Gains from trade in a deficit-ridden economy. Asset specificities, multinational firms and international trade

This website is not affiliated with document authors or copyright owners. This page is provided for informational purposes only. Unintentional errors are possible.