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Valerio Passantino

21 May 2025
FINANCIAL STABILITY REVIEW - BOX
Financial Stability Review Issue 1, 2025
Details
Abstract
The box estimates the deposit franchise value of euro area banks and examines its relationship with the interest rate environment, market concentration and bank valuations. The deposit franchise value is defined as the long-term present value of earnings from low-cost, stable deposit funding, minus operating expenses. It can act as a stabilising force by bolstering profitability and containing interest rate risk. The deposit franchise value rises as market rates increase. Banks with greater market concentration, cost efficiency and market power tend to have higher deposit franchise values. Higher deposit franchise values are also associated with more favourable market valuations.
JEL Code
E41, E43, G21 : Macroeconomics and Monetary Economics→Money and Interest Rates→Demand for Money