EIB Working Paper 2021/09 - Market finance as a spare tyre? Corporate investment and access to bank credit in Europe

We estimate a FAVAR with Bayesian techniques in order to investigate the impact of loan supply conditions on euro area corporate investment and its financing structure. We identify shocks to overall demand and loan supply with sign and impact restrictions. Although tightened financial conditions ha...

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Egile nagusia: European Investment Bank
Formatua: Online
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Argitaratua: European Investment Bank 2021
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Sarrera elektronikoa:OCN: 1289790080
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author European Investment Bank
author_browse European Investment Bank
author_facet European Investment Bank
author_sort European Investment Bank
collection Directory of Open Access Books
description We estimate a FAVAR with Bayesian techniques in order to investigate the impact of loan supply conditions on euro area corporate investment and its financing structure. We identify shocks to overall demand and loan supply with sign and impact restrictions. Although tightened financial conditions have adversely impacted corporate investment during and after the sovereign debt crisis, the resulting impediments in loan supply, illustrated by lower loan volumes and higher spreads, have been partly alleviated by strengthened corporate debt issuance. We show that (1) part of the protracted increase in debt to loan ratio since the crisis reflects bottlenecks in the provision of bank credit and (2) the tightened loan supply has been more adverse for small corporations with limited market access. Overall, our analysis of macro-financial developments suggests the need for policy actions to deepen the European corporate debt market and enhance market access for smaller corporates.
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language eng
publishDate 2021
publishDateRange 2021
publishDateSort 2021
publisher European Investment Bank
publisherStr European Investment Bank
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spelling doab-20.500.12854ir-728562025-07-30T21:10:52Z EIB Working Paper 2021/09 - Market finance as a spare tyre? Corporate investment and access to bank credit in Europe European Investment Bank Business & Economics Investments & Securities thema EDItEUR::K Economics, Finance, Business and Management::KF Finance and accounting::KFF Finance and the finance industry::KFFM Investment and securities We estimate a FAVAR with Bayesian techniques in order to investigate the impact of loan supply conditions on euro area corporate investment and its financing structure. We identify shocks to overall demand and loan supply with sign and impact restrictions. Although tightened financial conditions have adversely impacted corporate investment during and after the sovereign debt crisis, the resulting impediments in loan supply, illustrated by lower loan volumes and higher spreads, have been partly alleviated by strengthened corporate debt issuance. We show that (1) part of the protracted increase in debt to loan ratio since the crisis reflects bottlenecks in the provision of bank credit and (2) the tightened loan supply has been more adverse for small corporations with limited market access. Overall, our analysis of macro-financial developments suggests the need for policy actions to deepen the European corporate debt market and enhance market access for smaller corporates. 2021-11-17T04:02:50Z 2021-11-17T04:02:50Z 2021-11-16T05:31:20Z 2021 book OCN: 1289790080 https://library.oapen.org/handle/20.500.12657/51528 9789286150777 https://directory.doabooks.org/handle/20.500.12854/72856 eng open access image/jpeg image/jpeg image/jpeg image/jpeg image/jpeg Attribution-NonCommercial-NoDerivatives 4.0 International Attribution-NonCommercial-NoDerivatives 4.0 International Attribution-NonCommercial-NoDerivatives 4.0 International Attribution-NonCommercial-NoDerivatives 4.0 International Attribution-NonCommercial-NoDerivatives 4.0 International https://library.oapen.org/bitstream/20.500.12657/51528/1/economics_working_paper_2021_09_en.pdf https://library.oapen.org/bitstream/20.500.12657/51528/1/economics_working_paper_2021_09_en.pdf https://library.oapen.org/bitstream/20.500.12657/51528/1/economics_working_paper_2021_09_en.pdf https://library.oapen.org/bitstream/20.500.12657/51528/1/economics_working_paper_2021_09_en.pdf https://library.oapen.org/bitstream/20.500.12657/51528/1/economics_working_paper_2021_09_en.pdf European Investment Bank European Investment Bank https://doi.org/10.2867/243881 https://doi.org/10.2867/243881 feca012f-a3d8-4aac-95aa-b6cf4bdbed7c Knowledge Unlatched 9789286150777 Knowledge Unlatched (KU) KU Open Services European Investment Bank open access
spellingShingle Business & Economics
Investments & Securities
thema EDItEUR::K Economics, Finance, Business and Management::KF Finance and accounting::KFF Finance and the finance industry::KFFM Investment and securities
European Investment Bank
EIB Working Paper 2021/09 - Market finance as a spare tyre? Corporate investment and access to bank credit in Europe
title EIB Working Paper 2021/09 - Market finance as a spare tyre? Corporate investment and access to bank credit in Europe
title_full EIB Working Paper 2021/09 - Market finance as a spare tyre? Corporate investment and access to bank credit in Europe
title_fullStr EIB Working Paper 2021/09 - Market finance as a spare tyre? Corporate investment and access to bank credit in Europe
title_full_unstemmed EIB Working Paper 2021/09 - Market finance as a spare tyre? Corporate investment and access to bank credit in Europe
title_short EIB Working Paper 2021/09 - Market finance as a spare tyre? Corporate investment and access to bank credit in Europe
title_sort eib working paper 2021 09 market finance as a spare tyre corporate investment and access to bank credit in europe
topic Business & Economics
Investments & Securities
thema EDItEUR::K Economics, Finance, Business and Management::KF Finance and accounting::KFF Finance and the finance industry::KFFM Investment and securities
topic_facet Business & Economics
Investments & Securities
thema EDItEUR::K Economics, Finance, Business and Management::KF Finance and accounting::KFF Finance and the finance industry::KFFM Investment and securities
url OCN: 1289790080
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