Caution: Do Not Cross! Distance to Regulatory Capital Buffers and Corporate Lending in a Downturn

B-Tier
Journal: Journal of Money, Credit, and Banking
Year: 2025
Volume: 57
Issue: 4
Pages: 833-862

Authors (4)

CYRIL COUAILLIER (not in RePEc) MARCO LO DUCA (not in RePEc) ALESSIO REGHEZZA (European Central Bank) COSTANZA RODRIGUEZ D'ACRI (not in RePEc)

Score contribution per author:

0.503 = (α=2.01 / 4 authors) × 1.0x B-tier

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

Abstract

While banks are expected to draw down regulatory capital buffers in case of need during a crisis, we find that banks kept at a safe distance from regulatory buffers during the pandemic by procyclically reducing corporate lending. By exploiting granular credit register data, we show that banks with little capital headroom above their buffers reduced credit supply and that this behavior was amplified for banks that entered the crisis with larger undrawn credit lines. Affected firms were unable to fully rebalance their borrowing needs with other banks, although public guarantees mitigated banks' procyclical behavior and its real effect at the firm level. These findings raise concerns that the capital buffers introduced by Basel III may not be as countercyclical as intended.

Technical Details

RePEc Handle
repec:wly:jmoncb:v:57:y:2025:i:4:p:833-862
Journal Field
Macro
Author Count
4
Added to Database
2026-01-29