PL EN


2013 | 154 | 103-112
Article title

Model referencyjnej stopy procentowej w działalności kredytowej banku

Content
Title variants
EN
Reference Rate Model in Bank Lending Activities
Languages of publication
PL
Abstracts
EN
The paper presents the conception and method of estimating the internal reference rate for loans granted by banks. It's based on the structure of the bank's assets and liabilities, sources of financing and the cost of raising funds, the bank's capital needs, capital costs, and other items of the financial result. Presented method can be used particularly when the bank realizes strategy of variable interest rates depending on the internal decision of the Board in respect of the interest assets and liabilities. This strategy is commonly used by the co-operative banks. The paper contains the model of the cooperative bank, described by mathematical equations that indicate relationships between the parts of the balance sheet, income statement and capital adequacy calculation. The resulting formula for the calculation of the internal reference rate for loans may be used for ongoing monitoring of the bank's operations and strategic planning.
Year
Volume
154
Pages
103-112
Physical description
Contributors
References
  • Grzywacz J., Marketing w działalności banku, Difin, Warszawa 2006.
  • Harrisom T., Financial Services Marketing, Pearson Education, Harlow 2000.
  • Wdowiński P., Ekonometryczna analiza popytu w polskiej gospodarce, UKNF, Warszawa 2011.
  • Witryna internetowa Komisji Nadzoru Finansowego www.knf.gov.pl.
  • Ustawa Prawo Bankowe z 29 sierpnia 1997 r., Dz.U. 2002, nr 72, poz. 665.
Document Type
Publication order reference
Identifiers
ISSN
2083-8611
YADDA identifier
bwmeta1.element.desklight-e1d933a5-2183-49a6-ab2a-ed65d8ff0ea4
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