Fear of Fire Sales, Illiquidity Seeking, and Credit Freezes

S-Tier
Journal: Quarterly Journal of Economics
Year: 2011
Volume: 126
Issue: 2
Pages: 557-591

Authors (2)

Douglas W. Diamond (not in RePEc) Raghuram G. Rajan (University of Chicago)

Score contribution per author:

4.022 = (α=2.01 / 2 authors) × 4.0x S-tier

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

Abstract

Is there any need to clean up a banking system by closing some banks and forcing others to sell assets if the risk of a crisis becomes high? Impaired banks that may be forced to sell illiquid assets in the future have private incentives to hold, rather than sell, those assets Anticipating a potential fire sale, liquid buyers expect high returns, reducing their incentive to lend. Privately optimal trading decisions therefore lead to a worse fire sale and a larger drop in lending than is necessary. We discuss alternative ways of cleaning up the system and the associated costs and benefits. Copyright 2011, Oxford University Press.

Technical Details

RePEc Handle
repec:oup:qjecon:v:126:y:2011:i:2:p:557-591
Journal Field
General
Author Count
2
Added to Database
2026-01-25