Banks as Liquidity Providers: An Explanation for the Coexistence of Lending and Deposit‐taking

A-Tier
Journal: Journal of Finance
Year: 2002
Volume: 57
Issue: 1
Pages: 33-73

Authors (3)

Anil K. Kashyap (not in RePEc) Raghuram Rajan (University of Chicago) Jeremy C. Stein (not in RePEc)

Score contribution per author:

1.341 = (α=2.01 / 3 authors) × 2.0x A-tier

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

Abstract

What ties together the traditional commercial banking activities of deposit‐taking and lending? We argue that since banks often lend via commitments, their lending and deposit‐taking may be two manifestations of one primitive function: the provision of liquidity on demand. There will be synergies between the two activities to the extent that both require banks to hold large balances of liquid assets: If deposit withdrawals and commitment takedowns are imperfectly correlated, the two activities can share the costs of the liquid‐asset stockpile. We develop this idea with a simple model, and use a variety of data to test the model empirically.

Technical Details

RePEc Handle
repec:bla:jfinan:v:57:y:2002:i:1:p:33-73
Journal Field
Finance
Author Count
3
Added to Database
2026-01-29