Confidence banking and strategic default

A-Tier
Journal: Journal of Monetary Economics
Year: 2018
Volume: 100
Issue: C
Pages: 101-113

Score contribution per author:

4.022 = (α=2.01 / 1 authors) × 2.0x A-tier

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

Abstract

Securitization relies on confidence. As securities are tied to a particular asset (or pool of assets), and investors lose when the asset defaults, the security issuer usually provides further coverage by promising to use the proceedings from other, non-securitized, assets. Although these promises are difficult to enforce, the issuer may still have incentives to strategically avoid default in order to build a reputation of holding high-quality assets. Confidence makes securitization more dependent on the issuer’s reputation than other forms of financing and more volatile to forces behind reputation concerns, such as expectations about future profits.

Technical Details

RePEc Handle
repec:eee:moneco:v:100:y:2018:i:c:p:101-113
Journal Field
Macro
Author Count
1
Added to Database
2026-01-26