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  1. Hva påvirker bankenes førstelinjeforsvar mot tap?
    netto renteinntekter og makroøkonomisk utvikling de siste 30 årene
    Published: 2023
    Publisher:  Norges Bank, Oslo

    Banks' profitability is their first line of defence against losses, and net interest income is banks' main source of revenue. Since the policy rate hikes began in 2021, net interest income has increased substantially relative to assets, strengthening... more

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    Verlag (kostenfrei)
    Resolving-System (kostenfrei)
    ZBW - Leibniz-Informationszentrum Wirtschaft, Standort Kiel
    DS 674
    No inter-library loan

     

    Banks' profitability is their first line of defence against losses, and net interest income is banks' main source of revenue. Since the policy rate hikes began in 2021, net interest income has increased substantially relative to assets, strengthening banks' loss-absorbing capacity. We use a VAR model to analyse what has affected Norwegian banks' net interest income relative to assets over the past 30 years. Historically, a higher policy rate has typically pulled up net interest income, while heightened market uncertainty has pulled down net interest income. In addition to the policy rate, cost-efficiency improvements help explain the substantial reduction in net interest income relative to assets observed since the 1990s. The increase during 2022 is largely caused by policy rate hikes from a low level during the pandemic. The increase reflects in part the fact that banks have more interest-bearing assets than interest-bearing debt and other factors such as developments in banks' interest margins. Using the VAR model, we show that banks' net interest income is procyclical, which supports the use of time-varying capital requirements.

     

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    Source: Union catalogues
    Language: Norwegian
    Media type: Ebook
    Format: Online
    ISBN: 9788283793017
    Other identifier:
    hdl: 11250/3165944
    Series: Staff memo / Norges Bank ; 2023, 17
    Subjects: Zins; Bankgeschäft; VAR-Modell; Norwegen
    Scope: 1 Online-Ressource (circa 39 Seiten), Illustrationen
  2. Empirisk modellering av norske pengemarkeds- og obligasjonsrenter
    Published: 1997

    ZBW - Leibniz-Informationszentrum Wirtschaft, Standort Kiel
    W 168 (1997.1)
    Unlimited inter-library loan, copies and loan
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    Source: Union catalogues
    Language: Norwegian
    Media type: Book
    Format: Print
    ISBN: 8275531004
    Series: Array ; 1997,1
    Array ; 1997,1 : Forskningsavdelingen, Økonomisk Avdeling
    Subjects: Anleihe; Zins; Devisenmarkt; Erwartungsbildung; Norwegen; Theorie
    Scope: 36 S. : graph. Darst
  3. Rente og inflasjon
    Published: 2002

    ZBW - Leibniz-Informationszentrum Wirtschaft, Standort Kiel
    W 168 (2002.2)
    Unlimited inter-library loan, copies and loan
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    Source: Union catalogues
    Language: Norwegian
    Media type: Book
    Format: Print
    ISBN: 8275531896
    Series: Array ; 2002,2
    Subjects: Inflation; Geldpolitik; Zins; Norwegen
    Scope: 22 S, graph. Darst
    Notes:

    Literaturverz. S. 20 - 22

  4. Rentenanalysen
    Published: 2011
    Publisher:  Norges Bank, Oslo

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    ZBW - Leibniz-Informationszentrum Wirtschaft, Standort Kiel
    DS 674
    No inter-library loan
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    Content information
    Source: Union catalogues
    Language: Norwegian
    Media type: Ebook
    Format: Online
    ISBN: 9788275536011
    Other identifier:
    hdl: 10419/210220
    Series: Staff memo / Norges Bank ; 2011,4
    Subjects: Zinstheorie; Zins; Zinspolitik; Zentralbank; Norwegen
    Scope: Online-Ressource (27 S., 1 MB)