A dynamic model of unsecured credit

A-Tier
Journal: Journal of Economic Theory
Year: 2011
Volume: 146
Issue: 5
Pages: 1941-1964

Authors (1)

Daniel, Sanches (not in RePEc)

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

We study the terms of credit in a competitive market in which sellers (lenders) are willing to repeatedly finance the purchases of buyers (borrowers) by engaging in a credit relationship. The key frictions are: (i) the lender cannot observe the borrowerʼs ability to repay a loan; (ii) the borrower cannot commit to any long-term contract; (iii) it is costly for the lender to contact a borrower and to walk away from a contract; and (iv) transactions within each credit relationship are not publicly observable. The lenderʼs optimal contract has two key properties: delayed settlement and debt forgiveness. Finally, we study the impact of changes in the initial cost of lending on the contract terms.

Technical Details

RePEc Handle
repec:eee:jetheo:v:146:y:2011:i:5:p:1941-1964
Journal Field
Theory
Author Count
1
Added to Database
2026-01-29