Do banks appraise internal capital markets during credit shocks? Evidence from the Greek crisis

B-Tier
Journal: Journal of Financial Intermediation
Year: 2021
Volume: 45
Issue: C

Authors (4)

Avramidis, Panagiotis (not in RePEc) Asimakopoulos, Ioannis (Bank of Greece) Malliaropulos, Dimitris (University of Piraeus) Travlos, Nickolaos G. (not in RePEc)

Score contribution per author:

0.503 = (α=2.01 / 4 authors) × 1.0x B-tier

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

Abstract

Using data of bank loans to Greek firms during the Greek crisis we provide evidence that affiliated firms, having access to the internal capital markets of their associated group, are less likely to default on their loans. Furthermore, banks require lower loan collateral coverage from affiliated firms and are less likely to downgrade the affiliates’ credit profile. Finally, banks are more likely to show forbearance to affiliated firms with non-performing loans. The results are consistent with the view that banks manage their relationships with firms in a business group jointly, as opposed to viewing each firm as an independent entity. Our findings also suggest that the value of risk sharing through internal capital markets increases when external financing is scarce.

Technical Details

RePEc Handle
repec:eee:jfinin:v:45:y:2021:i:c:s1042957320300097
Journal Field
Finance
Author Count
4
Added to Database
2026-01-24