The determinants of net interest margin during transition

Agoraki, Maria‐Eleni K.; Κουρέτας, Γεώργιος Π.

doi:10.1007/s11156-018-0773-y

Cited by 16 publications

(26 citation statements)

References 53 publications

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“…The results of this study indicate that bank size has a significant negative effect on net interest margin (NIM). This research is in line with the results of previous research conducted by Agoraki and Kouretas (2019) which states that bank size has a negative effect on net interest margin. Mazi and Hazarika (2018) states that the size of a bank describes how big the scale of a bank is, this aspect of determining the size of a bank can be seen from the aspects of finance, resources and other assets.…”

Section: Bank Sizesupporting

confidence: 92%

“…al., (2019) stated that there was a positive influence between inflation rate and net interest margin. The results of this study were supported by Agoraki et. al., (2019) which states that there is a positive influence between inflation rate and net interest margin.…”

Section: Inflation Ratesupporting

confidence: 89%

“…al., (2019) stated that bank size has a statistically insignificant effect on net interest margin. Another study conducted by Agoraki and Kouretas (2019) found that bank size has a negative effect on net interest margin. Phamhoang and Vo (2017) found that there was a positive influence between bank sizes with a net interest margin.…”

Section: Hypotheses Developmentmentioning

confidence: 96%

See 2 more Smart Citations

Determinants of Net Interest Margin on Conventional Banking: Evidence in Indonesia Stock Exchange

Lestari

Chintia

Akbar

2021

J. Keuang. dan Perbank.

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Net Interest Margin (NIM) is an important indicator in assessing the sustainability and health of the banking system. A bank that has a high NIM means that the bank has a greater opportunity to generate profits, power to resist the financial crisis, and provide welfare for parties who have an interest in the bank. This study aims to determine the factors that influence NIM. The sample used in this study is the banking industry listed on the Indonesia Stock Exchange (BEI) from 2015 to 2019. In this study the independent variables used are bank size, lending scale, credit risk, equity capital, loan to deposit ratio, management efficiency and inflation rate. The dependent variable in this study is NIM. The number of samples used was 37 conventional banks which were taken using purposive sampling method. By using multiple regression analysis with the General Least Square (GLS) approach method. The results of this study indicate that the bank size, credit risk, equity capital, loan to deposit ratio, management efficiency and inflation rate have an effect on NIM, while the lending scale has no effect on NIM. The results of this study are expected to be used by future researchers, bank managers, and investors in determining the factors that can affect the NIM at the Bank.

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Section: Bank Sizesupporting

confidence: 92%

Section: Inflation Ratesupporting

confidence: 89%

Section: Hypotheses Developmentmentioning

confidence: 96%

See 1 more Smart Citation

Determinants of Net Interest Margin on Conventional Banking: Evidence in Indonesia Stock Exchange

Lestari

Chintia

Akbar

2021

J. Keuang. dan Perbank.

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“…Hijazeen (2017) examined the impact bank level and macroeconomic factors on NIM by taking the panel data from 13 commercial banks of Jordan. Agoraki and Kouretas (2019) took the data from 1998 to 2007, and studied the determinants of NIM for the banking industry of South Eastern European countries. Mesfin and Ram (2019) also investigated the determinants of the NIM by using the panel data from 13 banks in Ethiopia during 2010 and 2017.…”

Section: Literature Reviewmentioning

confidence: 99%

Determinants of Interest Margin in Pakistan: A Panel Data Analysis

Khan

Jalil

2020

Economies

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This paper explores the determinants of the net interest margin (NIM) using unbalanced panel data from 2003 to 2017. This paper’s objective is achieved by using a two-step system generalised method of moment (GMM) for estimation. Three different models are to account for two alternative measures of market competition. The empirical results of these models indicate that operating cost, profit tax, interest rate risk, Lerner index, national savings, money supply and the T-bill rate have significant positive associations with the NIM. Meanwhile, operational size, credit risk and the inflation rate negatively affect NIM. Furthermore, operating cost, taxation and the money supply are the main factors that influence the NIM. The present analysis provides a comprehensive view of the Lerner index, which is a better measure for capturing the degree of market power than the concentration measure (HHI). Managerial efficiency and risk aversion are bank-level factors that do not significantly determine NIM. Operating costs could be decreased by adopting new banking technologies. Therefore, higher competition, lower operating costs and restricted uncertain conditions in a macro environment, particularly in the money market, could reduce the NIM.

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“…Nhiều nghiên cứu đã tìm thấy mối quan hệ đồng biến giữa rủi ro tín dụng và tỷ lệ NIM (e.g., Agoraki, 2010;Carbo & Rodriguez, 2007;Gounder & Shara, 2012;Hawtrey & Liang, 2008;Maudos & Guevara, 2004).…”

Section: H5: Quy Mô Ngân Hàng (Size) Có Mối Quan Hệ đồNg Biến Với Tỷ Lệ Nimunclassified

Ảnh hưởng của chỉ số LERNER, chỉ số HHI và chi phí cơ hội của dự trữ đến tỷ lệ thu nhập lãi cận biên của ngân hàng thương mại

Điển¹,

Hoàng²,

Nga³

2020

HCMCOUJS

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Nghiên cứu này tiến hành xem xét chỉ số Lerner, chỉ số HHI và chi phí cơ hội của dự trữ tác động đến tỷ lệ thu nhập lãi cận biên (NIM) của ngân hàng thương mại (NHTM) trong giai đoạn 2011 – 2015. Từ đó bài báo cung cấp bằng chứng thực nghiệm cho các nhà quản lý có những cơ sở để đưa ra quyết định trong quản trị hoạt động, quản trị rủi ro của ngân hàng. Ngoài ra, nghiên cứu này còn xem xét sự tác động của các yếu tố khác đến NIM của NHTM tại VIệt Nam. Nghiên cứu sử dụng mô hình ước lượng sai số chuẩn hiệu chỉnh (PCSE) cho dữ liệu bảng cân bằng từ 27 ngân hàng thương mại cổ phần Việt Nam trong giai đoạn 2011 – 2015 nhằm xác định các yếu tố ảnh hưởng đến tỷ lệ thu nhập lãi cận biên của ngân hàng thương mại Việt Nam. Kết quả nghiên cứu cho thấy các yếu tố như chỉ số Lerner, chi phí cơ hội của dự trữ, chi phí hoạt động có mối quan hệ đồng biến với tỷ lệ thu nhập lãi cận biên. Trong khi yếu tố thị phần có mối quan hệ nghịch biến với tỷ lệ thu nhập lãi cận biên. Hai yếu tố chỉ số HHI và rủi ro tín dụng không có ảnh hưởng đến tỷ lệ thu nhập lãi cận biên của các ngân hàng thương mại.

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The determinants of net interest margin during transition

Cited by 16 publications

References 53 publications

Determinants of Net Interest Margin on Conventional Banking: Evidence in Indonesia Stock Exchange

Determinants of Net Interest Margin on Conventional Banking: Evidence in Indonesia Stock Exchange

Determinants of Interest Margin in Pakistan: A Panel Data Analysis

Ảnh hưởng của chỉ số LERNER, chỉ số HHI và chi phí cơ hội của dự trữ đến tỷ lệ thu nhập lãi cận biên của ngân hàng thương mại

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