Advanced search
Publication Cover
Applied Economics Letters Volume 19, 2012 - Issue 7
Submit an article Journal homepage
2,124
Views
54
CrossRef citations to date
0
Altmetric
Original Articles

The effects of countercyclical capital buffers on bank lending

Mathias Drehmann Monetary and Economic Department, Bank for International Settlements, Centralbahnplatz 2, 4002, Basel, Switzerland
&
Leonardo Gambacorta Monetary and Economic Department, Bank for International Settlements, Centralbahnplatz 2, 4002, Basel, SwitzerlandCorrespondence[email protected]
Pages 603-608 | Published online: 18 Jul 2011

Citations (54)

Keep up to date with the latest research on this topic with citation updates for this article.

Subscribe to citation updates

Read on this site (7)

Sophie Kasse Kengne. (2022) A resource dependence theory perspective on low savings, cost of capital, leverage and bank valuation in South Africa. Macroeconomics and Finance in Emerging Market Economies 0:0, pages 1-25.
Read now
Doojin Ryu, Robert I. Webb & Jinyoung Yu. (2020) Bank sensitivity to international regulatory reform: The case of Korea. Investment Analysts Journal 49:2, pages 149-162.
Read now
José Américo Pereira Antunes, Claudio Oliveira De Moraes & Adriano Rodrigues. (2018) How financial intermediation impacts on financial stability?. Applied Economics Letters 25:16, pages 1135-1139.
Read now
D. E. Allen, M. McAleer, R. J. Powell & A. K. Singh. (2016) A capital adequacy buffer model. Applied Economics Letters 23:3, pages 175-179.
Read now
Francisco J. Ibáñez-Hernández, Miguel Á. Peña-Cerezo & Andrés Araujo. (2015) Countercyclical capital buffers: credit-to-GDP ratio versus credit growth. Applied Economics Letters 22:5, pages 385-390.
Read now
Francisco J. Ibáñez-Hernández, Miguel Á. Peña-Cerezo & Andrés Araujo de la Mata. (2014) Identifying credit procyclicality processes and the impact of statistical provision in Spain: analysis of bank financial statements. Spanish Journal of Finance and Accounting / Revista Española de Financiación y Contabilidad 43:4, pages 380-403.
Read now
Clara Cardone-Riportella, Antonio Trujillo-Ponce & Anahí Briozzo. (2013) Analyzing the role of mutual guarantee societies on bank capital requirements for small and medium-sized enterprises. Journal of Economic Policy Reform 16:2, pages 142-159.
Read now

Articles from other publishers (47)

Pedro J. Gutiérrez-Diez & Tibor Pa’l. (2023) Monetary policy models: lessons from the Eurozone crisis. Humanities and Social Sciences Communications 10:1.
Crossref
Jasveen Kaur & Manu Dogra. (2023) Determinants of Buffer Capital for Banks in India. Management and Labour Studies, pages 0258042X2311557.
Crossref
Eva Lorenčič, Robert Volčjak & Mejra Festić. (2023) The Impact of Macroprudential Policy on Credit Growth in Nine Euro Area Economies. Naše gospodarstvo/Our economy 69:2, pages 1-14.
Crossref
Simona Malovaná, Martin Hodula, Zuzana Gric & Josef Bajzík. (2023) Macroprudential policy in central banks: Integrated or separate? Survey among academics and central bankers. Journal of Financial Stability 65, pages 101107.
Crossref
Stefanie Behncke. (2022) Effects of Macroprudential Policies on Bank Lending and Credit Risks. Journal of Financial Services Research 63:2, pages 175-199.
Crossref
Muhammad Husaini, Nurbetty Herlina Sitorus & Emi Maimunah. 2023. Proceedings of the 3rd Universitas Lampung International Conference on Social Sciences (ULICoSS 2022). Proceedings of the 3rd Universitas Lampung International Conference on Social Sciences (ULICoSS 2022) 287 294 .
Thierno Barry, Gamze Ozturk Danisman, Alassane DiabatéAmine Tarazi & Lawrence J. White. (2023) Small Banks Really are Different: Unexpected Deposit Flows, Loan Production, and Off-Balance-Sheet Funding Liquidity Risk. SSRN Electronic Journal.
Crossref
Retselisitsoe I. Thamae & Nicholas M. Odhiambo. (2021) The impact of bank regulation on bank lending: a review of international literature. Journal of Banking Regulation 23:4, pages 405-418.
Crossref
Mitali Das & Hailey Ordal. (2022) Macroeconomic stability or financial stability: How are capital controls used? Insights from a new database. Journal of Financial Stability 63, pages 101067.
Crossref
Cristina Badarau & Corentin Roussel. (2022) A theoretical foundation for prudential authorities decision making. International Economics 172, pages 451-462.
Crossref
S. Yu. Khasyanova. (2022) Study of the Impact of the Pandemic on the Stability of the Russian Banking Sector. Voprosy statistiki 29:5, pages 96-109.
Crossref
Antonella Francesca Cicchiello, Matteo Cotugno, Salvatore Perdichizzi & Giuseppe Torluccio. (2022) Do capital buffers matter? Evidence from the stocks and flows of nonperforming loans. International Review of Financial Analysis 84, pages 102369.
Crossref
Hyeoncheol Baik, Sumin Han, Sunghoon Joo & Kangbok Lee. (2022) A bank's optimal capital ratio: A time-varying parameter model to the partial adjustment framework. Journal of Banking & Finance 142, pages 106548.
Crossref
Simona Malovaná & Dominika Ehrenbergerová. (2022) The effect of higher capital requirements on bank lending: the capital surplus matters. Empirica 49:3, pages 793-832.
Crossref
Eva Lorenčič & Mejra Festić. (2022) The Impact of Macroprudential Policy Instruments on Financial Stability in Southern Europe. Naše gospodarstvo/Our economy 68:1, pages 25-34.
Crossref
Mitali Das, Gita Gopinath & Ṣebnem Kalemli-Özcan. (2022) Preemptive Policies and Risk-Off Shocks in Emerging Markets. SSRN Electronic Journal.
Crossref
Simona Malovaná & Žaneta Tesařová. (2021) What is the Sustainable Level of Banks’ Credit Losses and Provisions?. Review of Economic Perspectives 21:3, pages 235-258.
Crossref
Taner SEKMEN. (2020) Banka Sermayesi Şokları ve Kredi Büyümesi: Türk Bankacılık SektörüBank Capital Shocks and Credit Growth: Turkish Banking Sector. Eskişehir Osmangazi Üniversitesi İktisadi ve İdari Bilimler Dergisi 15:3, pages 1081-1094.
Crossref
Leonardo Gambacorta & Andrés Murcia. (2020) The impact of macroprudential policies in Latin America: An empirical analysis using credit registry data. Journal of Financial Intermediation 42, pages 100828.
Crossref
Allen N. Berger & Raluca A. Roman. 2020. TARP and other Bank Bailouts and Bail-ins around the World. TARP and other Bank Bailouts and Bail-ins around the World 403 422 .
A. V. Podrugina. (2019) Tightening Financial Regulation: The Impact on the Credit Cycle in the USA. The world of new economy 12:3, pages 68-81.
Crossref
Zia Abbas, Syed Faizan Iftikhar & Shaista Alam. (2019) Does bank capital affect the monetary policy transmission mechanism? A case study of Emerging Market Economies (EMEs). International Journal of Financial Engineering 06:02, pages 1950019.
Crossref
Salim Dehmej & Leonardo Gambacorta. (2019) Macroprudential Policy in a Monetary Union. Comparative Economic Studies 61:2, pages 195-212.
Crossref
Paola D’Orazio & Lilit Popoyan. (2019) Fostering green investments and tackling climate-related financial risks: Which role for macroprudential policies?. Ecological Economics 160, pages 25-37.
Crossref
Helyoth Hessou & Van Son Lai. (2018) Basel III capital buffers and Canadian credit unions lending: Impact of the credit cycle and the business cycle. International Review of Financial Analysis 57, pages 23-39.
Crossref
Yener Altunbas, Mahir Binici & Leonardo Gambacorta. (2018) Macroprudential policy and bank risk. Journal of International Money and Finance 81, pages 203-220.
Crossref
Blanka Skrabic Peric & Nikola Konjusak. (2017) How did rapid credit growth cause non-performing loans in the CEE Countries?. South East European Journal of Economics and Business 12:2, pages 73-84.
Crossref
Daragh Clancy & Rossana Merola. (2017) Countercyclical capital rules for small open economies. Journal of Macroeconomics 54, pages 332-351.
Crossref
Margarita Rubio & José A. Carrasco-gallego. (2017) Bank Capital Requirements and Collateralised Lending Markets. The Manchester School 85, pages 79-103.
Crossref
Mahdi Ebrahimi Kahou & Alfred Lehar. (2017) Macroprudential policy: A review. Journal of Financial Stability 29, pages 92-105.
Crossref
Dohan Kim & Wook Sohn. (2017) The effect of bank capital on lending: Does liquidity matter?. Journal of Banking & Finance 77, pages 95-107.
Crossref
Lilit Popoyan, Mauro Napoletano & Andrea Roventini. (2017) Taming macroeconomic instability: Monetary and macro-prudential policy interactions in an agent-based model. Journal of Economic Behavior & Organization 134, pages 117-140.
Crossref
Christoph Aymanns, Fabio Caccioli, J. Doyne Farmer & Vincent W.C. Tan. (2016) Taming the Basel leverage cycle. Journal of Financial Stability 27, pages 263-277.
Crossref
Michael D. Bordo, John V. Duca & Christoffer Koch. (2016) Economic policy uncertainty and the credit channel: Aggregate and bank level U.S. evidence over several decades. Journal of Financial Stability 26, pages 90-106.
Crossref
Michael Brei & Leonardo Gambacorta. (2016) Are bank capital ratios pro-cyclical? New evidence and perspectives. Economic Policy 31:86, pages 357-403.
Crossref
D.E. Allen, R.J. Powell & A.K. Singh. (2016) Take it to the limit: Innovative CVaR applications to extreme credit risk measurement. European Journal of Operational Research 249:2, pages 465-475.
Crossref
Claudio Barbieri, Cyril Couaillier, Cristian Perales & Costanza Rodriguez d’Acri. (2022) Informing Macroprudential Policy Choices Using Credit Supply and Demand Decompositions. SSRN Electronic Journal.
Crossref
Naz Koont & Stefan Walz. (2021) The Value of Countercyclical Capital Requirements: Evidence from COVID-19. SSRN Electronic Journal.
Crossref
Andreas Brøgger. (2019) Macroprudential Buffers: Trading Systemic Risk for Risk Premia. SSRN Electronic Journal.
Crossref
Daragh Clancy & Rossana Merola. (2016) Countercyclical Capital Rules for Small Open Economies. SSRN Electronic Journal.
Crossref
HHlyoth Hessou & Van Son Lai. (2018) Basel III Capital Buffers and Canadian Credit Unions Lending: Impact of the Credit Cycle and the Business Cycle. SSRN Electronic Journal.
Crossref
Paola D'Orazio & Lilit Popoyan. (2018) Fostering Green Investments and Tackling Climate-Related Financial Risks: Which Role for Macroprudential Policies?. SSRN Electronic Journal.
Crossref
Hangyong Lee, Won Shim & Kyoo Hwan Jo. (2013) (The Countercyclical Capital Buffer: Its Application in Korea). SSRN Electronic Journal.
Crossref
Sung-Tae Kim. (2014) Pfffff (A Study on the Determinant Factors of PF Loan Recovery of Defaulted Savings Bank). SSRN Electronic Journal.
Crossref
Lilit Popoyan, Mauro Napoletano & Andrea Roventini. (2016) Taming Macroeconomic Instability: Monetary and Macro Prudential Policy Interactions in an Agent-Based Model. SSRN Electronic Journal.
Crossref
Christoph Aymanns, Fabio Caccioli, J. Doyne Farmer & Vincent W. C. Tan. (2015) Taming the Basel Leverage Cycle. SSRN Electronic Journal.
Crossref
Christoph Carl Basten & Catherine Koch. (2014) Higher Bank Capital Requirements and Mortgage Pricing: Evidence from the Counter-Cyclical Capital Buffer. SSRN Electronic Journal.
Crossref

Reprints and Corporate Permissions

Please note: Selecting permissions does not provide access to the full text of the article, please see our help page How do I view content?

To request a reprint or corporate permissions for this article, please click on the relevant link below:

Order Reprints Request Corporate Permissions

Academic Permissions

Please note: Selecting permissions does not provide access to the full text of the article, please see our help page How do I view content?

Obtain permissions instantly via Rightslink by clicking on the button below:

Request Academic Permissions

If you are unable to obtain permissions via Rightslink, please complete and submit this Permissions form. For more information, please visit our Permissions help page.

Related research

People also read lists articles that other readers of this article have read.

Recommended articles lists articles that we recommend and is powered by our AI driven recommendation engine.

Cited by lists all citing articles based on Crossref citations.
Articles with the Crossref icon will open in a new tab.