Capital regulation and credit fluctuations

A-Tier
Journal: Journal of Monetary Economics
Year: 2017
Volume: 90
Issue: C
Pages: 113-124

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

Credit cycle stabilization can be a rationale for imposing counter-cyclical capital requirements on banks. The model comprises two productive sectors: in one sector, firms can finance investments through a bond market. In the other, firms rely on bank credit. Financial frictions limit banks’ borrowing capacity. Aggregate shocks impact firms’ productivity. From a welfare perspective, banks lend too much in high productivity states and too little in bad states, although financial markets are complete. Imposing a (stricter) capital requirement in good states corrects capital misallocation, increases expected output and social welfare. Even with risk-neutral agents, stabilization of credit cycles is socially beneficial.

Technical Details

RePEc Handle
repec:eee:moneco:v:90:y:2017:i:c:p:113-124
Journal Field
Macro
Author Count
2
Added to Database
2026-01-25