• Medientyp: E-Book
  • Titel: The Impact of G-SIB Identification on Bank Lending : Evidence from Syndicated Loans
  • Beteiligte: Behn, Markus [Verfasser:in]; Schramm, Alexander [Sonstige Person, Familie und Körperschaft]
  • Erschienen: [S.l.]: SSRN, [2020]
  • Umfang: 1 Online-Ressource (57 p)
  • Sprache: Englisch
  • DOI: 10.2139/ssrn.3667089
  • Identifikator:
  • Entstehung:
  • Anmerkungen: Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments August 4, 2020 erstellt
  • Beschreibung: This paper uses granular data on syndicated loans to analyse the impact of international reforms for Global Systemically Important Banks (G-SIBs) on bank lending behavior. Using a difference-in-differences estimation strategy, we find no effect of the reforms on overall credit supply, while at the same time documenting a substantial decline in borrower- and loan-specific risk factors for the affected banks. Moreover, we detect a significant decline in the pricing gap between interest rates charged by G-SIBs and other banks, which we interpret as indirect evidence for a reduction in funding cost subsidies. Overall, our results suggest that the G-SIB reforms have helped to mitigate moral hazard problems associated with systemically important banks, while the consequences for the real economy have been limited
  • Zugangsstatus: Freier Zugang