Verfügbarkeit: Banks' Precautionary Capital and Credit Crunches

Banks' Precautionary Capital and Credit Crunches:

Periods of banking distress are often followed by sizable and long-lasting contractions in bank credit. They may be explained by a declined demand by financially impaired borrowers (the conventional financial accelerator) or by lower supply by capital-constrained banks, a ""credit crunch&q...

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1. Verfasser:	Valencia, Fabian (VerfasserIn)
Format:	Elektronisch E-Book
Sprache:	English
Veröffentlicht:	Washington, D.C International Monetary Fund 2008
Schriftenreihe:	IMF Working Papers Working Paper No. 08/248
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Zusammenfassung:	Periods of banking distress are often followed by sizable and long-lasting contractions in bank credit. They may be explained by a declined demand by financially impaired borrowers (the conventional financial accelerator) or by lower supply by capital-constrained banks, a ""credit crunch"". This paper develops a bank model to study credit crunches and their real effects. In this model, banks maintain a precautionary level of capital that serves as a smoothing mechanism to avert disruptions in the supply of credit when hit by small shocks. However, for larger shocks, highly persistent credit crunches may arise even when the impulse is a one time, non-serially correlated event. From a policy perspective, the model justifies the use of public funds to recapitalize banks following a significant deterioration in their capital position
Beschreibung:	1 Online-Ressource (35 p)
ISBN:	1451871066 9781451871067

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spelling	Valencia, Fabian Verfasser aut Banks' Precautionary Capital and Credit Crunches Valencia, Fabian Washington, D.C International Monetary Fund 2008 1 Online-Ressource (35 p) txt rdacontent c rdamedia cr rdacarrier IMF Working Papers Working Paper No. 08/248 Periods of banking distress are often followed by sizable and long-lasting contractions in bank credit. They may be explained by a declined demand by financially impaired borrowers (the conventional financial accelerator) or by lower supply by capital-constrained banks, a ""credit crunch"". This paper develops a bank model to study credit crunches and their real effects. In this model, banks maintain a precautionary level of capital that serves as a smoothing mechanism to avert disruptions in the supply of credit when hit by small shocks. However, for larger shocks, highly persistent credit crunches may arise even when the impulse is a one time, non-serially correlated event. From a policy perspective, the model justifies the use of public funds to recapitalize banks following a significant deterioration in their capital position Online-Ausg http://elibrary.imf.org/view/IMF001/09676-9781451871067/09676-9781451871067/09676-9781451871067.xml Verlag URL des Erstveröffentlichers Volltext
spellingShingle	Valencia, Fabian Banks' Precautionary Capital and Credit Crunches
title	Banks' Precautionary Capital and Credit Crunches
title_auth	Banks' Precautionary Capital and Credit Crunches
title_exact_search	Banks' Precautionary Capital and Credit Crunches
title_exact_search_txtP	Banks' Precautionary Capital and Credit Crunches
title_full	Banks' Precautionary Capital and Credit Crunches Valencia, Fabian
title_fullStr	Banks' Precautionary Capital and Credit Crunches Valencia, Fabian
title_full_unstemmed	Banks' Precautionary Capital and Credit Crunches Valencia, Fabian
title_short	Banks' Precautionary Capital and Credit Crunches
title_sort	banks precautionary capital and credit crunches
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