The Transmission of Liquidity Shocks : The Role of Internal Capital Markets and Bank Funding Strategies /

We analyze the transmission of bank-specific liquidity shocks triggered by a credit rating downgrade through the lending channel. Using bank-level data for US Bank Holding Companies, we find that a credit rating downgrade is associated with an immediate and persistent decline in access to non-core d...

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Detalhes bibliográficos
Autor principal: Karam, Philippe
Outros Autores: Merrouche, Ouarda, Souissi, Moez, Turk, Rima
Formato: Periódico
Idioma:English
Publicado em: Washington, D.C. : International Monetary Fund, 2014.
Colecção:IMF Working Papers; Working Paper ; No. 2014/207
Acesso em linha:Full text available on IMF
Descrição
Resumo:We analyze the transmission of bank-specific liquidity shocks triggered by a credit rating downgrade through the lending channel. Using bank-level data for US Bank Holding Companies, we find that a credit rating downgrade is associated with an immediate and persistent decline in access to non-core deposits and wholesale funding, especially during the global financial crisis. This translates into a reduction in lending to households and non-financial corporates at home and abroad. The effect on domestic lending, however, is mitigated when banks (i) hold a larger buffer of liquid assets, (ii) diversify away from rating-sensitive sources of funding, and (iii) activate internal liquidity support measures. Foreign lending is significantly reduced during a crisis at home only for subsidiaries with weak funding self-sufficiency.
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Descrição Física:1 online resource (38 pages)
Formato:Mode of access: Internet
ISSN:1018-5941
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