Information asymmetry and risk transfer markets

B-Tier
Journal: Journal of Financial Intermediation
Year: 2017
Volume: 32
Issue: C
Pages: 88-99

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 provide a tractable model of counterparty risk in a risk transfer market, and analyze the consequences of this risk being private information. We show that unknown type information can be revealed in the presence of a large trader identification policy; however, the market allocation is shown to be constrained inefficient. The inefficiency is highlighted by considering the imposition of a transaction tax, which can improve welfare by encouraging more information revelation and increasing risk transfer. The results suggest that increased transparency and/or central counterparty arrangements in over-the-counter derivative markets may promote transparency of counterparty risk.

Technical Details

RePEc Handle
repec:eee:jfinin:v:32:y:2017:i:c:p:88-99
Journal Field
Finance
Author Count
2
Added to Database
2026-01-29