Costly Information Production Equilibria in the Bank Credit Market with Applications to Credit Rationing

B-Tier
Journal: Journal of Financial and Quantitative Analysis
Year: 1983
Volume: 18
Issue: 2
Pages: 229-256

Authors (2)

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

In this paper, we explore the nature of equilibria in an asymmetrically informed bank credit market in which credit applicants know their own (intrinsic) default risks, but potential lenders can discover these default risks only by expending resources to produce information. The resolution of informational asymmetries in the capital market is, in the contemporary view, considered a very important function served by financial intermediaries like commercial banks and, in the opinion of some, even the primary justification for their existence [17]. We, therefore, focus on how the presence of asymmetric information—in particular, the response of (expected) profit-maximizing banks to it—affects the equilibrium prices and quantities of credit offered in the banking system.

Technical Details

RePEc Handle
repec:cup:jfinqa:v:18:y:1983:i:02:p:229-256_01
Journal Field
Finance
Author Count
2
Added to Database
2026-01-29