The Loan Covenant Channel: How Bank Health Transmits to the Real Economy

A-Tier
Journal: Journal of Finance
Year: 2022
Volume: 77
Issue: 1
Pages: 85-128

Authors (2)

GABRIEL CHODOROW‐REICH (not in RePEc) ANTONIO FALATO (not in RePEc)

Score contribution per author:

2.018 = (α=2.02 / 2 authors) × 2.0x A-tier

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

Abstract

We document the importance of covenant violations in transmitting bank health to nonfinancial firms. Roughly one‐third of loans in our supervisory data breach a covenant during the 2008 to 2009 period, allowing lenders to force a renegotiation of loan terms or to accelerate repayment of otherwise long‐term credit. Lenders in worse health are more likely to force a reduction in the loan commitment following a violation. The reduction in credit to borrowers who violate a covenant can account for the majority of the cross‐sectional variation in credit supply during the 2008 to 2009 crisis.

Technical Details

RePEc Handle
repec:bla:jfinan:v:77:y:2022:i:1:p:85-128
Journal Field
Finance
Author Count
2
Added to Database
2026-01-25