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Financial Liberalization Causes Banking System Fragility

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Author Info
Klaus P. Fischer (Laval University)
Martin Chenard (Laval University)

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Abstract

This paper explores theoretically and empirically the link between Financial Liberalization (FL) and the banking crisis that often follow. We also investigate the proposition, classical in development economics, that FL should result in an increase in supply of funds to the real sector. To accomplish this we first develop a theoretical model of a banking firm that operates under financial repression and is then subject to FL. The model yields the result that following FL there is an unambiguous increase in risk to the banking firm which implies a higher probability of a banking crisis following FL. Less formally, we also conclude that the presence of a explicit or implict deposit insurance scheme is likely to accentuate the incentives to engage in risk and the risk structure of the banking system. Moral hazard plays an important role in this increase in risk to the banking sector. This questions the ''innocence'' of the bank owners in the crisis that have often followed FL and that had been attributed to either macroeconomic policy, concomitant structural changes in the economy or left-over distortions from the financial repression period. The sign of the change in supply of credit to the real sector, however, is ambiguous. Then we test empirically the propositions resulting from this model using data of 73 banks (some of which may have become technically insolvent) from Greece, Malaysia, Mexico, Taiwan and Thailand. The tests tend to support the conclusions of the theoretical model, i.e. unambiguous increase in risk and, for the sample used, an unambiguous fall in loan supply as a proportion of funds available. Finally we draw policy implication with respect to bank supervision, forbearance and bank failure resolution procedures during the transition period, and about the so-called ''liberalization sequencing.''

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Paper provided by EconWPA in its series Finance with number 9706004.

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Length: 44 pages
Date of creation: 18 Jun 1997
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Handle: RePEc:wpa:wuwpfi:9706004

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Related research
Keywords: Financial liberalization; Deregulation; Commercial banking; Systemic risk;

Other versions of this item:

Find related papers by JEL classification:
E44 - Macroeconomics and Monetary Economics - - Money and Interest Rates - - - Financial Markets and the Macroeconomy
G21 - Financial Economics - - Financial Institutions and Services - - - Banks; Other Depository Institutions; Mortgages
L51 - Industrial Organization - - Regulation and Industrial Policy - - - Economics of Regulation
N24 - Economic History - - Financial Markets and Institutions - - - Europe: 1913-

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References listed on IDEAS
Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile, click on "citations" and make appropriate adjustments.:
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    Other versions:
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Cited by:
(explanations, Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile, click on "citations" and make appropriate adjustments.)

  1. Martin Cihák & Klaus Schaeck & Simon Wolfe, 2006. "Are More Competitive Banking Systems More Stable?," IMF Working Papers 06/143, International Monetary Fund. [Downloadable!]
  2. Thomas F. Hellmann & Kevin C. Murdock & Joseph E. Stiglitz, 2000. "Liberalization, Moral Hazard in Banking, and Prudential Regulation: Are Capital Requirements Enough?," American Economic Review, American Economic Association, vol. 90(1), pages 147-165, March. [Downloadable!] (restricted)
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