Lending conditions in EU: The role of credit demand and supply

Arbeitspapier

We analyse the bank lending activity after the financial crisis and focus on bank-specific supply factors. Using a rich microeconomic dataset from Bankscope and macroeconomic shocks data, we employ OLS and 2SLS fixed effects models with banking controls, macroeconomic shocks and institutional quality. The banks' loan-rate spreads increased despite the recent policy of low interest rates and quantitative easing. We use the bank asset quality as instruments to capture exogenous changes in loan supply. The empirical evidence shows that loan-rate spread and through this the supply of loans is negatively affected by a low asset quality and capital ratios.

Angaben zum Objekt

• Sprache: Englisch

Verweise und Beziehungen

• Erschienen in: Series: IOS Working Papers ; No. 362

Klassifikation und Themen

• Klassifikation: Wirtschaft ; Central Banks and Their Policies ; Banks; Depository Institutions; Micro Finance Institutions; Mortgages ; Financial Institutions and Services: Government Policy and Regulation
• Thema: bank lending ; loans ; financial vulnerability ; loan-rate spreads ; institutions ; macroeconomic shocks

Beteiligte, Orts- und Zeitangaben

• Ereignis: Geistige Schöpfung
• (wer): Kapounek, Svatopluk ; Kučerová, Zuzana ; Fidrmuc, Jarko
• Ereignis: Veröffentlichung
• (wer): Leibniz-Institut für Ost- und Südosteuropaforschung (IOS)
• (wo): Regensburg
• (wann): 2017

Weitere Informationen

• Handle: http://hdl.handle.net/10419/157524
• URN: urn:nbn:de:101:1-201703141156
• Letzte Aktualisierung: 10.03.2025, 11:41 MEZ