Implication of monetary policy on Bank’s profitability

: low interest rate environment : 2005-2021 : the case of Eurozone listed banks

Abstract

The goal of this study is to measure the impacts of the ECB monetary policy between 2005 and 2021 on publicly listed Europeans banks, in a first stage measuring the effectiveness of monetary policy on its lending balances and, in a second stage, quantifying the Negative Interest Policy Rate (NIPR) period at profitability level, using the Net Interest Income (NIM) and Return on Assets (ROA) to measure the effects. The next chapters are organized by describing firstly the methodology and data used, followed by the analysis of each of the topics that are the key objective, and thereafter I draw the conclusions of the empirical analysis.

Date of Award	26 Jan 2023
Original language	English
Awarding Institution	Universidade Católica Portuguesa
Supervisor	Diana Bonfim (Supervisor)