Liquidity and capital in bank lending: Evidence from European banks

被引：11

作者：

Thornton, John ^{[1
,2
]}

di Tommaso, Caterina ^{[3
]}

机构：

[1] US Dept Treasury, Off Tech Assistance, 1750 Penn Ave NW, Washington, DC 20006 USA

[2] Univ East Anglia, Norwich Business Sch, Norwich Res Pk, Norwich NR4 7TJ, Norfolk, England

[3] Univ Calabria, Dept Business Adm & Law, Calabria, Italy

来源：

FINANCE RESEARCH LETTERS | 2020年 / 34卷

关键词：

Bank capital; Liquidity; Lending behavior; European banks; RISK; CRISIS; IMPACT;

D O I：

10.1016/j.frl.2019.08.021

中图分类号：

F8 [财政、金融];

学科分类号：

0202 ;

摘要：

We examine whether the effect of bank capital on credit growth differs depending upon the level of liquidity in a panel of up to 521 banks from 21 European countries. We find that the effect of an increase in bank capital is positively associated with the level of bank liquidity, suggesting that capital exerts a significantly positive effect on European banks' credit growth after they retain sufficient liquid funds.

引用

页数：8

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