Security Design, Insider Monitoring, and Financial Market Equilibrium

B-Tier
Journal: Review of Finance
Year: 1999
Volume: 2
Issue: 3
Pages: 273-302

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

This paper considers a problem of security design in the presence of monitoring done by a large investor to discipline the management of a firm. Since the large investor enjoys only part of the benefits generated by her monitoring activities but incurs all the associated costs, the design and amount of security need to be structured so as to motivate her to maintain an efficient level of monitoring, if no other mechanism exists to make her commit to specific levels of monitoring in advance. By assuming that the large investor takes account of the effect of the issued amount of security on the revenues received, we show that the optimal security is a debt-like security such as standard debt with a positive probability of default, or debt with call options. We also verify that the financial market equilibrium is constrained Pareto optimal. JEL classification codes: D82, G10, G30, G32.

Technical Details

RePEc Handle
repec:oup:revfin:v:2:y:1999:i:3:p:273-302.
Journal Field
Finance
Author Count
1
Added to Database
2026-01-26