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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| Main Author: | |
|---|---|
| Format: | Electronic eBook |
| Language: | English |
| Published: |
Washington, D.C
International Monetary Fund
2008
|
| Series: | IMF Working Papers
Working Paper No. 08/248 |
| Online Access: | UBW01 UEI01 LCO01 SBR01 UER01 SBG01 UBG01 FAN01 UBT01 FKE01 UBY01 UBA01 FLA01 UBM01 UPA01 UBR01 FHA01 FNU01 BSB01 TUM01 Volltext |
| Summary: | 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 |
| Physical Description: | 1 Online-Ressource (35 p) |
| ISBN: | 1451871066 9781451871067 |
Staff View
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| index_date | 2024-07-03T20:13:25Z |
| indexdate | 2024-07-10T09:35:34Z |
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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 |
| url | http://elibrary.imf.org/view/IMF001/09676-9781451871067/09676-9781451871067/09676-9781451871067.xml |
| work_keys_str_mv | AT valenciafabian banksprecautionarycapitalandcreditcrunches |