Nondiscriminating Foreclosure and Voluntary Liquidating Costs

A-Tier
Journal: The Review of Financial Studies
Year: 2002
Volume: 15
Issue: 3
Pages: 959-985

Score contribution per author:

1.341 = (α=2.01 / 3 authors) × 2.0x A-tier

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

Abstract

Since liquidation and bankruptcy are costly, researchers have tried to find out why the claimants of a troubled firm do not work out a deal to avoid these costs. In this article we show that if a creditor has to deal with multiple borrowers who might default, it may be optimal for the creditor to randomly reject requests for a loan workout. We further demonstrate that the optimal acceptance rate used by a creditor is positively related to the liquidating cost and negatively related to the default benefit. Our model is particularly relevant when analyzing the default decisions of mortgage borrowers and small business owners. Copyright 2002, Oxford University Press.

Technical Details

RePEc Handle
repec:oup:rfinst:v:15:y:2002:i:3:p:959-985
Journal Field
Finance
Author Count
3
Added to Database
2026-01-29