Bank capital requirements, loan guarantees and firm performance

This paper studies the effects of the bank capital requirements imposed by the European authorities in October 2011 on loan collateral and personal guarantees usage to enhance capital ratios. We use detailed information on the loan contracts granted by a representative Spanish bank and several subsi...

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Detalles Bibliográficos
Autores: Mayordomo, S. (Sergio)|||/items/348a324d-e792-4490-9707-5739befc8375, Moreno, A. (Antonio)|||/items/52c2783b-0bd1-4171-ba53-13bf48c20f8c, Ongena, S. (Steven)|||/items/6800fc0c-5c9b-4f0a-a024-039e2404984d, Rodríguez-Moreno, M. (María)|||/items/78ab0a61-19f3-4e11-a938-8a8cc5071dcc
Tipo de recurso: artículo
Fecha de publicación:2021
País:España
Institución:Universidad de Navarra
Repositorio:Dadun. Depósito Académico Digital de la Universidad de Navarra
Idioma:inglés
OAI Identifier:oai:dadun.unav.edu:10171/116319
Acceso en línea:https://hdl.handle.net/10171/116319
Access Level:acceso abierto
Palabra clave:Banks
Asymmetric information
Collateral
Personal guarantees
Capital requirements
Risk taking
Descripción
Sumario:This paper studies the effects of the bank capital requirements imposed by the European authorities in October 2011 on loan collateral and personal guarantees usage to enhance capital ratios. We use detailed information on the loan contracts granted by a representative Spanish bank and several subsidiaries to nonfinancial corporations around that date. We document that personal guarantees usage increases more than that of collateral, especially at subsidiaries with lower capital ratios. However, although the former type of guarantees demonstrably disciplined firms in their risk-taking before 2011, their subsequent overuse may have blunted their impact and may have even undermined firm performance and investment.