Understanding the Behavior of Bank Spreads in Latin America

By Philip L. Brock, Lilian Suárez. 2000

445 citations recorded by the source corpus.

Subfields: Economics and Econometrics, Finance

View Paper: https://www.semanticscholar.org/paper/593f1e99738d5d6ea08550c87fc0a274139451eb

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Citations in the corpus

Are foreign banks more profitable than domestic banks? Home- and host-country effects of banking market structure, governance, and supervision (2011, background): “Brock and Suarez (2000) report that bank spreads in the 1990s were influenced by liquidity and capital risk at the bank level and by interest rate volatility, inflation, and GDP growth at the macroeconomic level.”
The Dynamics of Bank Spreads and Financial Structure (2014, methodology): “We use the Panzar-Rosse H-statistic of market power using a composite H-statistics derived as an average of estimated H-statistics for the euro area countries by various recent studies: Carbo et al. (2005), Bikker (2004), and Claessen and Laeven (2003).”
Performance and Financial Ratios of Commercial Banks in Malaysia and China (2010, result): “On the other hand, a study of Latin American bank spreads rarely confirmed and even contradicted some of the benchmark results (Brock and Suarez 2000).”
Consolidation and commercial bank net interest margins: Evidence from the old and new European Union members and candidate countries (2010, background): “In the study by Brock and Suarez (2000), liquidity and capital risk at the bank level, as well as inflation, GDP growth and interest rate volatility at themacro economic level influenced the net interest margin, though the size of these effects varied across Argentina, Bolivia, Chile, Colombia, Mexi”
Determinants of Net Interest Margins of Commercial Banks in Kenya: A Panel Study (2012, background): “This finding is consistent with our hypothesis and other studies (e.g. Demirgüç-Kunt and Huizinga, 1999; Brock and Suarez, 2000) which show that if inflation is not anticipated and banks are sluggish in adjusting their interest rates, then there is a possibility that bank costs may increase faster…”
Financial Intermediation Costs in Low-Income Countries: The Role of Regulatory, Institutional, and Macroeconomic Factors (2012, background): “Therefore, cross-country studies of the determinants of interest margins typically augment the theoretically motivated bank-specific determinants by relevant country-specific variables (see fore.g., Brock and Rojas-Suarez, 2000; Claessens et al., 2001; and Demirguc-Kunt et al., 2004).”