Collateralized Debt as the Optimal Contract

B-Tier
Journal: Review of Economic Dynamics
Year: 2001
Volume: 4
Issue: 4
Pages: 842-859

Score contribution per author:

2.011 = (α=2.01 / 1 authors) × 1.0x B-tier

α: calibrated so average coauthorship-adjusted count equals average raw count

Abstract

In a multiple-good risk-sharing environment with ex post private information, conditions are found under which collateralized debt is the optimal contract. The necessary and sufficient condition is that the borrower values the collateral good more highly than does the lender; otherwise the optimal contract does not resemble debt. Limited collateral can give rise to an endogenous borrowing constraint, driving a further wedge between the intertemporal marginal rates of substitution of the borrower and the lender. (Copyright: Elsevier)

Technical Details

RePEc Handle
repec:red:issued:v:4:y:2001:i:4:p:842-859
Journal Field
Macro
Author Count
1
Added to Database
2026-01-25