Capital Requirement Reductions, Heterogeneity, and Real Economic Outcomes

B-Tier
Journal: International Journal of Central Banking
Year: 2022
Volume: 18
Issue: 2
Pages: 349-401

Authors (2)

Elif C. Arbatli-Saxegaard (not in RePEc) Ragnar E. Juelsrud (Norges Bank)

Score contribution per author:

1.005 = (α=2.01 / 2 authors) × 1.0x B-tier

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

Abstract

We use bank-, loan-, and firm-level data to estimate the impact of capital requirement reductions on bank lending and real economic outcomes. We find that capital requirement reductions increase lending to both households and firms at the bank and loan level, and that the increased lending to firms translates into higher capital investment at the firm level. Furthermore, the transmission of lower capital requirements to the real economy depends on both bank and firm characteristics. It is stronger for banks with a lower capitalization. On the other hand, it is weaker for firms with a high leverage or a high default risk.

Technical Details

RePEc Handle
repec:ijc:ijcjou:y:2022:q:2:a:8
Journal Field
Macro
Author Count
2
Added to Database
2026-01-25