Equilibrium with limited-recourse collateralized loans

B-Tier
Journal: Economic Theory
Year: 2013
Volume: 53
Issue: 1
Pages: 181-211

Score contribution per author:

1.005 = (α=2.01 / 2 authors) × 1.0x B-tier

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

Abstract

We address a general equilibrium model with limited-recourse collateralized loans and securitization of debts. Each borrower is required to pledge physical collateral, and bankruptcy is filed against him if claims are not fully honored. Moreover, agents have a positive amount of wealth exempt from garnishment and, for at least a fraction of them, commodities used as collateral are desirable. In this context, equilibrium exists for any continuous garnishment rule and multiple types of reimbursement mechanisms. Copyright Springer-Verlag 2013

Technical Details

RePEc Handle
repec:spr:joecth:v:53:y:2013:i:1:p:181-211
Journal Field
Theory
Author Count
2
Added to Database
2026-01-29