Narodna in univerzitetna knjižnica, Ljubljana (NUK)
Naročanje gradiva za izposojo na dom
Naročanje gradiva za izposojo v čitalnice
Naročanje kopij člankov
Urnik dostave gradiva z oznako DS v signaturi
  • Do unrealised bank losses affect loan pricing? [Elektronski vir]
    Volk, Matjaž
    As central banks tighten their monetary policies, long-term assets may experience significant drops in their market values. While holding securities until maturity shields banks from direct capital ... losses resulting from increasing rates, the risk of materialisa-tion of unrealised losses from HTM portfolio may affect bank loan supply decisions. I find that banks with 1 pp higher share of unrealized losses in their risk-weighted as-sets charge on average 8 bps higher lending rates to corporates in Slovenia. These unrealized losses have a lower impact compared to actual changes in capital, for which the literature establishes the impact of around 10-25 bps.
    Vrsta gradiva - e-knjiga ; neleposlovje za odrasle
    Izdaja - Electronic ed.
    Založništvo in izdelava - Ljubljana : Banka Slovenije, 2023
    Jezik - angleški
    ISBN - 978-961-6960-79-3
    COBISS.SI-ID - 149795587