Fast to cut, slow to restore: Bank lending responses to IFRS 9 stage migrations

C-Tier
Journal: Economics Letters
Year: 2025
Volume: 254
Issue: C

Authors (3)

Buchetti, Bruno (not in RePEc) Perdichizzi, Salvatore (Università degli Studi di Pado...) Santoni, Alessandro (not in RePEc)

Score contribution per author:

0.335 = (α=2.01 / 3 authors) × 0.5x C-tier

α: calibrated so average coauthorship-adjusted count equals average raw count

Abstract

We investigate how banks adjust lending and provisioning following credit risk stage migrations under IFRS 9, using loan-level data from the European credit register, AnaCredit. While provisions rise with downgrades and fall with upgrades, lending responses are sharply asymmetric: downgrades prompt immediate credit contraction, while upgrades lead to only cautious recovery. Stage 2 acts as an early-warning signal, and Stage 3 defaults leave a lasting stigma, constraining post-recovery credit. These findings suggest IFRS 9 enhances risk recognition but may amplify procyclical lending, with important policy implications for balancing financial stability and credit access across the cycle.

Technical Details

RePEc Handle
repec:eee:ecolet:v:254:y:2025:i:c:s0165176525002836
Journal Field
General
Author Count
3
Added to Database
2026-01-29