Shock Propagation and Banking Structure

A-Tier
Journal: The Review of Financial Studies
Year: 2019
Volume: 32
Issue: 7
Pages: 2499-2540

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 explore whether lenders’ decisions to provide liquidity in periods of distress are affected by the extent to which they internalize the negative spillovers of industry downturns. We conjecture that high-market-share lenders are more likely to internalize negative spillovers and show that they provide liquidity to industries in distress when fire sales are likely to ensue. High-market-share lenders also provide liquidity to customers and suppliers of distressed industries when the disruption of supply chains is expected to be costly. Our results suggest a novel channel to explain why credit concentration may favor financial stability.Received November 3, 2017; editorial decision November 5, 2018 by Editor Itay Goldstein.

Technical Details

RePEc Handle
repec:oup:rfinst:v:32:y:2019:i:7:p:2499-2540.
Journal Field
Finance
Author Count
2
Added to Database
2026-01-25