The bank as Grim Reaper: Debt composition and bankruptcy thresholds

A-Tier
Journal: Journal of Financial Economics
Year: 2021
Volume: 142
Issue: 3
Pages: 1092-1108

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

We offer a model and evidence showing that private debtholders play a key role in setting the endogenous asset value threshold below which corporations declare bankruptcy. As predicted by the model, we find that the recovery rate at emergence from bankruptcy on all of the firm’s debt taken together is increasing in the pre-bankruptcy share of private debt in all debt. We further find evidence consistent with a two-threshold model in which private debtholders force default in some cases and shareholders default strategically in others.

Technical Details

RePEc Handle
repec:eee:jfinec:v:142:y:2021:i:3:p:1092-1108
Journal Field
Finance
Author Count
2
Added to Database
2026-01-25