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Author:Xue, Fei 

Journal Article
Do Net Interest Margins for Small and Large Banks Vary Differently with Interest Rates?

Rajdeep Sengupta and Fei Xue examine the relative contributions of activities that compose bank NIMs as well as their sensitivities to interest rates. They find that the recent decline in bank NIMs was largely driven by changes in interest rates rather than changes in the composition of NIM components in bank portfolios. After controlling for financial and economic conditions that also affect bank NIMs, they find that NIM contributions from loans and deposits are highly sensitive to interest rates. However, these sensitivities are not always symmetric between large and small banks and between ...
Economic Review , Volume 107 , Issue no.1

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