Time‐Varying Capital Requirements and Disclosure Rules: Effects on Capitalization and Lending Decisions

B-Tier
Journal: Journal of Money, Credit, and Banking
Year: 2018
Volume: 50
Issue: 4
Pages: 573-602

Authors (3)

BJÖRN IMBIEROWICZ (Deutsche Bundesbank) JONAS KRAGH (not in RePEc) JESPER RANGVID (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

We investigate how banks’ capital and lending decisions respond to changes in bank‐specific capital and disclosure requirements. We find that an increase in the bank‐specific regulatory capital requirement results in a higher bank capital ratio, brought about via less asset risk. A decrease in the requirement implies more lending to firms but also less Tier 1 capital and higher bank leverage. We do not observe differences between confidential and public disclosure of capital requirements. Our results empirically illustrate a tradeoff between bank resilience and a fostering of the economy through more bank lending using banks’ capital requirement as policy instrument.

Technical Details

RePEc Handle
repec:wly:jmoncb:v:50:y:2018:i:4:p:573-602
Journal Field
Macro
Author Count
3
Added to Database
2026-01-25