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Interest Rate Sensitivity of Non-maturing Bank Products

In: New Trends in Finance and Accounting

Author

Listed:
  • Martina Hejdová

    (University of Economics in Prague)

  • Hana Džmuráňová

    (Charles University in Prague)

  • Petr Teplý

    (University of Economics in Prague)

Abstract

This paper focuses on interest rate sensitivity of volumes of non-maturing bank products in the Czech Republic. First, we theoretically discuss economic reasons why non-contractual liabilities are expected to be interest rate sensitive, while non-maturing assets are not. Second, we test our hypotheses on time series of dynamics of volumes and client rates of non-maturing products in the Czech Republic in the 1993–2015 period. We conclude that non-maturing liabilities exhibit interest rate sensitivity of volumes, while non-maturing assets are largely insensitive.

Suggested Citation

  • Martina Hejdová & Hana Džmuráňová & Petr Teplý, 2017. "Interest Rate Sensitivity of Non-maturing Bank Products," Springer Proceedings in Business and Economics, in: David Procházka (ed.), New Trends in Finance and Accounting, chapter 0, pages 149-160, Springer.
    • Handle: RePEc:spr:prbchp:978-3-319-49559-0_14
    DOI: 10.1007/978-3-319-49559-0_14
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    Cited by:

    1. Jiøí Witzany & Martin Diviš, 2022. "Interest Rate Sensitivity of Savings Accounts," Journal of Economics / Ekonomicky casopis, Institute of Economic Research, Slovak Academy of Sciences, vol. 70(4), pages 349-367, April.

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