Collateralizing liquidity

A-Tier
Journal: Journal of Financial Economics
Year: 2019
Volume: 131
Issue: 2
Pages: 299-322

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

I develop a dynamic model of optimal funding to understand why financial assets are used as collateral instead of being sold to raise funds. Firms need funds to invest in risky projects with nonobservable returns. Since holding these assets allows firms to raise these funds, investing firms value the asset more than noninvesting ones. When assets are less than perfectly liquid and investment opportunities are persistent, collateralized debt minimizes asset transfers from investing to noninvesting firms and thus is optimal. Frictions in asset markets lead to an illiquidity discount and a collateral premium, which increase with the asset’s illiquidity.

Technical Details

RePEc Handle
repec:eee:jfinec:v:131:y:2019:i:2:p:299-322
Journal Field
Finance
Author Count
1
Added to Database
2026-01-28