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Determinants of Bank Interest Margins in the Caucasus and Central Asia, Raja Almarzoqi, Sami Ben Naceur

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Abstract
In this paper, we use a bank-level panel dataset to investigate the determinants of bank interest margins in the Caucasus and Central Asia (CCA) over the period 1998–2013. We apply the dealership model of Ho and Saunders (1981) and its extensions to assess the extent to which high spreads of banks in the CCA can be related to bank-specific variables, to competition, and to macroeconomic factors. We find that interest spreads are affected by operating cost, credit risk, liquidity risk, bank size, bank diversification, banking sector competition, and macroeconomic policies; but the impact depends on the country
Table Of Contents
Cover Page; Title Page; Copyright Page; Contents; Tables; I. Introduction; II. Theoretical Framework; III. Empirical Background; IV. Data Issues; Table 1: Sample Composition by Country and Year; Table 2. Variables Definition and Sources; V. Empirical Analysis; Table 3. Descriptive Statistics; Table 4: Determinants of Bank Interest Margins in the CCA; Table 5: Determinants of Bank Interest Margins in Armenia; Table 6: Determinants of Bank Interest Margins in Azerbaijan; Table 7: Determinants of Bank Interest Margins in Georgia; Table 8: Determinants of Bank Interest Margins in Kazakhstan
Language
eng
Literary Form
non fiction
Note
Description based upon print version of record
Physical Description
1 online resource (46 p.)
Specific Material Designation
remote
Form Of Item
online
Isbn
9780147552198

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