Credit Supply and Demand in Unconventional Times

B-Tier
Journal: Journal of Money, Credit, and Banking
Year: 2021
Volume: 53
Issue: 8
Pages: 2071-2098

Authors (4)

CARLO ALTAVILLA (European Central Bank) MIGUEL BOUCINHA (not in RePEc) SARAH HOLTON (not in RePEc) STEVEN ONGENA (Universität Zürich)

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

Do borrowers demand less credit from banks with weak balance sheets, following monetary policy shocks? To answer this, we use novel bank‐specific survey data matched with balance sheet information for euro area banks. We find that, following a monetary policy shock, bank strength influences credit demand as well as credit supply. Bank resilience is important for firms when selecting a lender and it is therefore vital to control for bank‐specific demand when identifying credit supply shocks. An application using bank‐specific demand shows that—even after fully controlling for demand, borrower quality, and bank strength—unconventional monetary policies stimulate loan supply.

Technical Details

RePEc Handle
repec:wly:jmoncb:v:53:y:2021:i:8:p:2071-2098
Journal Field
Macro
Author Count
4
Added to Database
2026-01-24