Central bank liquidity reallocation and bank lending: Evidence from the tiering system

A-Tier
Journal: Journal of Financial Economics
Year: 2025
Volume: 168
Issue: C

Score contribution per author:

0.804 = (α=2.01 / 5 authors) × 2.0x A-tier

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

Abstract

We document that the reallocation of central bank reserves towards banks with higher liquidity needs fosters credit supply. Exploiting the ECB's tiered reserve remuneration system for identification, we show that this system encouraged banks with low reserve holdings to obtain more reserves through the money market. Concomitantly, these banks reduced their securities holdings and extended more credit. We estimate that the reallocation of one euro of reserves towards banks with ex ante low reserve holdings resulted in an increase in credit supply of about 15 cents.

Technical Details

RePEc Handle
repec:eee:jfinec:v:168:y:2025:i:c:s0304405x25000662
Journal Field
Finance
Author Count
5
Added to Database
2026-01-24