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Journal of Financial and Quantitative Analysis Vol. 59 No. 6 2024

Stress Testing Banks’ Digital Capabilities: Evidence from the COVID-19 Pandemic

Alan Kwan1; Chen Lin1; Vesa Pursiainen2,3; Mingzhu Tai1

1 University of Hong Kong · 2 University of St.Gallen · 3 Swiss Finance Institute

open access

Abstract

Banks’ information technology (IT) capabilities affect their ability to serve customers during the COVID-19 pandemic, which generates an unexpected and unprecedented shock that shifts banking services from in-person to digital. Amid mobility restrictions, banks with better IT experience larger reductions in physical branch visits and larger increases in website traffic, implying a larger shift to digital banking. Stronger IT banks are able to originate more Paycheck Protection Program loans to small business borrowers, especially in areas with more severe COVID-19 outbreaks, higher internet use, and higher bank competition. Those banks also attract more deposit flows and receive better mobile customer reviews during the pandemic.

DOI
10.1017/s0022109023000662
Volume
59
Issue
6
Pages
2618-2646
Language
en
Sources
bibtex:phds-export.bib openalex crossref

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