Determinants of interest margins in Colombia

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Borradores de Economía; No. 393
Date published
2006-04-15
Date of last update
2006-04-15
Author
Estrada, Dairo Ayiber
Gómez-González, Esteban
Orozco-Hinojosa, Inés Paola
Document language
spa
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Las opiniones contenidas en el presente documento son responsabilidad exclusiva de los autores y no comprometen al Banco de la República ni a su Junta Directiva.
Abstract
This paper analyzes the determinants of interest margins in the Colombian Financial System. Based on the model by Ho and Saunders (1981), interest margins are modelled as a function of the pure spread and bank-specific institutional imperfections using qu
JEL Codes
L11 - Production, Pricing, and Market Structure; Size Distribution of FirmsL41 - Monopolization; Horizontal Anticompetitive PracticesL89 - Industry Studies: Services: OtherG21 - Banks; Depository Institutions; Micro Finance Institutions; MortgagesG28 - Financial Institutions and Services: Government Policy and Regulation
Keywords
Interest margins ; Competition ; Credit risk ; Interest rate risk ;
URI
https://repositorio.banrep.gov.co/handle/20.500.12134/5411
https://hdl.handle.net/20.500.12134/5411
https://doi.org/10.32468/be.393
https://ideas.repec.org/p/bdr/borrec/393.html
https://ideas.repec.org/p/col/000094/002335.html
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This work is licensed under a Creative Commons Reconocimiento-NoComercial 4.0.This document has been deposited by the author (s) under the following certificate of deposit