Spready w kursach walutowych CHF/PLN wybranych banków oferujących kredyty hipoteczne w Polsce

Abstract

The purpose of the article. The aim of the article is to assess the spreads on CHF/PLN exchange rates at selected banks offering mortgage loans in Poland in terms of their level, symmetry, and significant differences between the surveyed banks.Methodology. The analysis of spreads for CHF/PLN exchange rates was conducted in the Python environment using tools for examining Reference Rate Deviation from Midpoint Spread Coefficient and for the preliminary assessment of differences between spreads offered by the selected banks.Results of the research. It was found that the spread policies in banks were subject to changes and that differences existed between the surveyed entities in terms of setting bid and ask rates, and consequently, the currency spreads differences.Limitations: The limitations of the presented article are related to the research sample, which includes rates set by 6 selected banks offering mortgage loans on the Polish market. This limitation stems from a lack of access to the remaining data. Moreover, the assessment of spread differences is only a preliminary judgment; further tests with panel data and fixed effects analysis are necessary for final conclusions.

The purpose of the article. The aim of the article is to assess the spreads on CHF/PLN exchange rates at selected banks offering mortgage loans in Poland in terms of their level, symmetry, and significant differences between the surveyed banks.Methodology. The analysis of spreads for CHF/PLN exchange rates was conducted in the Python environment using tools for examining Reference Rate Deviation from Midpoint Spread Coefficient and for the preliminary assessment of differences between spreads offered by the selected banks.Results of the research. It was found that the spread policies in banks were subject to changes and that differences existed between the surveyed entities in terms of setting bid and ask rates, and consequently, the currency spreads differences.Limitations: The limitations of the presented article are related to the research sample, which includes rates set by 6 selected banks offering mortgage loans on the Polish market. This limitation stems from a lack of access to the remaining data. Moreover, the assessment of spread differences is only a preliminary judgment; further tests with panel data and fixed effects analysis are necessary for final conclusions.