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  4. Bank liquidity and exposure to industry shocks: Evidence from Ukraine
 
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Bank liquidity and exposure to industry shocks: Evidence from Ukraine
Ph.D. Arias-Moya, José 
Facultad de Ciencias Económicas y Administrativas 
Talavera, Oleksandr
Tsapin, Andriy
10.1016/j.ememar.2022.100942
Elsevier
2022
This paper examines the link between bank liquidity and exposure to industry-level shocks. Using a unique dataset of borrower industry affiliations, we propose a new measure of industry-level shocks calculated at the bank level. We construct bank-specific loan portfolio weights for each industry and apply them to two industry-level indices. Our estimates reveal the negative link between bank liquidity and industry shocks. The sensitivity of liquidity to bank exposure is higher for more liquid, better capitalized, and smaller banks, which may be explained by their ability to displace funds, either for precautionary reasons or for loan financing.
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Bank liquidity
Industry-level shocks
Bank shock exposure
Lending behaviour
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