A quantitative analysis of bank lending relationships

A-Tier
Journal: Journal of Financial Economics
Year: 2025
Volume: 170
Issue: C

Authors (2)

Score contribution per author:

2.011 = (α=2.01 / 2 authors) × 2.0x A-tier

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

Abstract

We study the aggregate consequences of dynamic lending relationships in a model of heterogeneous banks facing financial frictions. We estimate the model’s loan demand system on administrative loan-level data: the market power implied by the estimated strength and persistence of relationships yields a long run reduction in credit of 5.9%. Relationships amplify the negative real effects of credit supply shocks, but mute those of negative credit demand shocks. In a financial crisis which destroys 25% of bank net worth, for example, loan volume drops more than twice as much in our baseline model than in a competitive analog with no relationships, but banks recapitalize faster.

Technical Details

RePEc Handle
repec:eee:jfinec:v:170:y:2025:i:c:s0304405x25000911
Journal Field
Finance
Author Count
2
Added to Database
2026-01-25