Regulation and security design in concentrated markets

A-Tier
Journal: Journal of Monetary Economics
Year: 2021
Volume: 121
Issue: C
Pages: 139-151

Score contribution per author:

2.011 = (α=2.01 / 2 authors) × 2.0x A-tier

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

Abstract

Regulatory debates about centralized trading assume security design is immune to market structure. We consider a regulator who introduces an exchange to increase liquidity, understanding that security design is endogenous. For a given security, investors would like to trade in a larger market and, for a given market structure, they would like to trade a safer security. We show that financial intermediaries design riskier securities after the exchange is introduced, even when the exchange leads to the origination of safer underlying assets. The results reflect a relative dilution of investor market power and motivate coordinated policies to improve investor welfare.

Technical Details

RePEc Handle
repec:eee:moneco:v:121:y:2021:i:c:p:139-151
Journal Field
Macro
Author Count
2
Added to Database
2026-01-24