Credit Supply versus Demand: Bank and Firm Balance-Sheet Channels in Good and Crisis Times

G. Jimenez Porras, S. Ongena, J.L. Peydro, J. Saurina

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Abstract

Abstract: Banking crises involve periods of persistently low credit and economic growth. Banks’ balance sheets are then weak but so are those of non-financial corporate borrowers. Hence, a crucial question is whether credit growth is low due to supply or to demand factors. However convincing identification has been elusive due to a lack of detailed loan application-, bank-, and firm-level data. Access to a dataset of loan applications in Spain that is matched with complete bank and firm balance-sheet data covering the period from 2002 to 2010 allows us to identify bank and firm balancesheet channels. We find robust evidence showing that bank balance-sheet strength determines the success of loan applications and the granting of loans in crisis times. The heterogeneity in firm balance-sheet strength determines loan granting in both good and crisis times, although the potency of this firm balance-sheet channel is the largest in the latter period. Our findings therefore hold important implications for both theory and policy.
Original languageEnglish
Place of PublicationTilburg
PublisherEBC
Number of pages34
Volume2012-003
Publication statusPublished - 2012

Publication series

NameEBC Discussion Paper
Volume2012-003

Keywords

  • bank lending channel
  • credit supply
  • business cycle
  • credit crunch
  • capital
  • liquidity

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