Federal Home Loan Bank Advances and Commercial Bank Portfolio Composition

B-Tier
Journal: Journal of Money, Credit, and Banking
Year: 2012
Volume: 44
Issue: 4
Pages: 661-684

Authors (3)

W. SCOTT FRAME DIANA HANCOCK (not in RePEc) WAYNE PASSMORE (not in RePEc)

Score contribution per author:

0.670 = (α=2.01 / 3 authors) × 1.0x B-tier

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

Abstract

Federal Home Loan Bank (FHLB) advances are a source of government‐sponsored liquidity intended to encourage housing finance, although “community financial institutions” may use such funds more generally. Because money is fungible, it is an empirical question as to how advances are actually employed. Using panel‐vector autoregression techniques, we estimate dynamic responses of U.S. commercial bank portfolios to: FHLB advance shocks, bank lending shocks, and macroeconomic shocks. We find that FHLB advances: (i) are used as a general source of liquidity by U.S. commercial banks of all sizes and (ii) dampen the sensitivity of mortgage lending to macroeconomic shocks at small banks.

Technical Details

RePEc Handle
repec:wly:jmoncb:v:44:y:2012:i:4:p:661-684
Journal Field
Macro
Author Count
3
Added to Database
2026-01-25