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Negative interest rates and bank credit risk-taking

Zixuan Dai et al.

Australian Journal of Management2026https://doi.org/10.1177/03128962261428501article
AJG 2ABDC A
Weight
0.50

What the paper says

We examine the impact of the negative interest rate policy (NIRP) on bank credit risk-taking. Employing a triple difference (TD) methodology and a dataset of 1958 banks from 29 member countries of the Organisation for Economic Cooperation and Development (OECD) over 2011–2017, we find that banks in countries adopting NIRP exhibit a contraction in loan loss provisioning. Moreover, this NIRP effect depends on country- and bank-specific characteristics such as inflation, bank size, and bank specialisation. We also employ other methods, such as the quadruple difference (QD) model and propensity score matching (PSM), to check the robustness of our findings from the TD model. JEL Classification: E43, G21, G28

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https://doi.org/https://doi.org/10.1177/03128962261428501

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@article{zixuan2026,
  title        = {{Negative interest rates and bank credit risk-taking}},
  author       = {Zixuan Dai et al.},
  journal      = {Australian Journal of Management},
  year         = {2026},
  doi          = {https://doi.org/https://doi.org/10.1177/03128962261428501},
}

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Negative interest rates and bank credit risk-taking

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Evidence weight

0.50

Balanced mode · F 0.40 / M 0.15 / V 0.05 / R 0.40

F · citation impact0.50 × 0.4 = 0.20
M · momentum0.50 × 0.15 = 0.07
V · venue signal0.50 × 0.05 = 0.03
R · text relevance †0.50 × 0.4 = 0.20

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