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The effects of countercyclical capital buffers on bank lending

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  • Mathias Drehmann
  • Leonardo Gambacorta

Abstract

This article provides a simulation on how the countercyclical capital buffer designed in the Basel III package could impact on bank lending. It finds that the buffer could help to reduce credit growth during booms and attenuate the credit contraction once it is released. This would help to dampen procyclicality in addition to the beneficial effects of higher capital levels in terms of higher banking sector resilience to shocks.

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File URL: http://hdl.handle.net/10.1080/13504851.2011.591720
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Bibliographic Info

Article provided by Taylor & Francis Journals in its journal Applied Economics Letters.

Volume (Year): 19 (2012)
Issue (Month): 7 (May)
Pages: 603-608

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Handle: RePEc:taf:apeclt:v:19:y:2012:i:7:p:603-608

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Cited by:
  1. 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, Taylor & Francis Journals, vol. 16(2), pages 142-159, June.
  2. Casselmann, Farina, 2013. "Financial services regulation in the wake of the crisis: The Capital Requirements Directive IV and the Capital Requirements Regulation," IPE Working Papers 18/2013, Berlin School of Economics and Law, Institute for International Political Economy (IPE).
  3. Diana Bonfim & Nuno Monteiro, 2013. "The implementation of the countercyclical capital buffer: rules versus discretion," Economic Bulletin and Financial Stability Report Articles, Banco de Portugal, Economics and Research Department.

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