Reserve Requirements, Liquidity Risk, and Bank Lending Behavior

B-Tier
Journal: Journal of Money, Credit, and Banking
Year: 2018
Volume: 50
Issue: 4
Pages: 817-827

Score contribution per author:

0.402 = (α=2.01 / 5 authors) × 1.0x B-tier

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

Abstract

Although reserve requirements (RR) have been used in emerging markets to smooth credit cycles, the transmission mechanism remains blurry. Using bank‐level data, we unveil the interaction of RR with bank lending. We identify a new channel that works through a decline in banks’ liquid assets and loan supply due to an increase in RR. “Quantitative tightening” through RR raises the short‐term funding needs of the banking system, which is met by collateralized central bank lending, thus depleting banks’ unencumbered liquid assets. Our results suggest that such a shift in bank liquidity is associated with a significant change in lending.

Technical Details

RePEc Handle
repec:wly:jmoncb:v:50:y:2018:i:4:p:817-827
Journal Field
Macro
Author Count
5
Added to Database
2026-01-24