publication . Preprint . 2010

Cyclical Effects of Bank Capital Buffers with Imperfect Credit Markets: international evidence

A. R. Fonseca; F. González; L. Pereira da Silva;
Open Access
  • Published: 01 Oct 2010
This paper analyzes the cyclical effects of bank capital buffers using an international sample of 2,361 banks from 92 countries over the 1990-2007 period. We find that capital buffers reduce the bank credit supply but – through what could be “monitoring or signaling effects” – have also an expansionary effect on economic activity by reducing lending and deposit rate spreads. This influence on lending and deposit rate spreads is more pronunced in developing countries and during downturns. The results suggest that capital buffers have a counter-cyclical effect in these countries. Our data do not suggest differences in the cyclical effects of capital buffers betwee...

RBUFFER /CAPITAL x OECD 212 The Natural Rate of Unemployment in Brazil, Chile, Colombia and

Tito Nícias Teixeira da Silva 213 Estimation of Economic Capital Concerning Operational Risk in a

Renato Falci Villela Loures 214 Do Inflation-linked Bonds Contain Information about Future Inflation?

José Valentim Machado Vicente and Osmani Teixeira de Carvalho Guillen 215 The Effects of Loan Portfolio Concentration on Brazilian Banks' Return

Any information missing or wrong?Report an Issue