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|3 10.37488/2057-016-001-002
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|a eng
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044 |
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|b الجزائر
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100 |
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|9 764457
|a El Agrebi, Lilia
|e Author
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245 |
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|a Impact of Interest Rate Fluctuation on Tunisian Bank Profitability
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260 |
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|b جامعة الشهيد حمه لخضر الوادي - كلية العلوم الاقتصادية والتجارية وعلوم التسيير
|c 2023
|g ديسمبر
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300 |
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|a 22 - 33
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336 |
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|a بحوث ومقالات
|b Article
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520 |
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|b The threats to financial stability have significantly increased. the tightening of monetary policy has had to be accelerated by central banks by raising interest rates in order to stop inflationary pressures from taking hold. In this situation of marked financial vulnerability, this study examines the effects of interest rate changes on the profitability of a sample of Tunisian banks from 2010 to 2021, and calculates the adjustment speeds of revenues and costs in response to a change in interest rates. An instantaneous adjustment of both sides of the balance sheet reflects a perfect immunization of the bank. Our findings demonstrate that banks in our sample have a duration gap between their assets and liabilities. The average maturity of their asset portfolio is greater than that of their liabilities. Changes in market conditions will have a negative impact on the results of these banks, and their profitability is negatively correlated with interest rates variation.
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653 |
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|a المخاطر المالية
|a ريادة الأعمال
|a الخدمات المصرفية
|a إدارة الأزمات
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692 |
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|b Bank Interest Margin
|b Bank Profitability
|b Interest Rate Risk
|b Seemingly Unrelated Regression (SUR)
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773 |
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|4 الاقتصاد
|4 إدارة الأعمال
|6 Economics
|6 Business
|c 002
|e Journal of Economic and Financial Studies
|f Mağallaẗ al-dirāsāt al-iqtiṣādiyaẗ wa al-māliyaẗ
|l 001
|m مج16, ع1
|o 2057
|s مجلة الدراسات الاقتصادية والمالية
|v 016
|x 1112-7961
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856 |
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|u 2057-016-001-002.pdf
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|d y
|p y
|q n
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|a EcoLink
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|c 1442753
|d 1442753
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