Off-balance sheet funding, voluntary support and investment efficiency

A-Tier
Journal: Journal of Financial Economics
Year: 2020
Volume: 137
Issue: 1
Pages: 90-107

Authors (2)

Segura, Anatoli (Banca d'Italia) Zeng, Jing (not in RePEc)

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

Off-balance sheet financing of an investment is covered by limited liability, whereas on-balance sheet financing creates unlimited liability towards the bank’s asset-in-place. Off-balance sheet funding thus gives the bank flexibility to voluntarily support debt repayments when the investment fails, which allows the bank to signal information about the quality of its future projects, improving investment efficiency. Yet, limited liability reduces the bank’s effort incentives. Off-balance sheet funding with voluntary support is optimal for activities that are rapidly growing or negatively correlated with existing assets. The model yields testable predictions on the relationship between off-balance sheet debt spreads and sponsors’ characteristics.

Technical Details

RePEc Handle
repec:eee:jfinec:v:137:y:2020:i:1:p:90-107
Journal Field
Finance
Author Count
2
Added to Database
2026-01-29