The Impact of Crisis-Period Interest Rate Declines on Distressed Borrowers

A-Tier
Journal: The Review of Financial Studies
Year: 2024
Volume: 37
Issue: 12
Pages: 3710-3760

Authors (2)

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 measure the causal impact of reductions in benchmark interest rates on the renegotiation and performance of distressed loans, using 2000s subprime mortgages as a laboratory. Subprime borrowers treated with larger benchmark rate reductions benefited from increased debt-renegotiation probabilities and lower debt-service payments. Modification rates were similar among current and delinquent borrowers but higher for real estate investors, highlighting the role of financial acumen in renegotiation. Renegotiations also reduced longer-run foreclosures, but treated borrowers who lingered in delinquency offset these benefits. Findings suggest monetary easing can spur debt renegotiation but alone may not lead to longer-run curative outcomes.

Technical Details

RePEc Handle
repec:oup:rfinst:v:37:y:2024:i:12:p:3710-3760.
Journal Field
Finance
Author Count
2
Added to Database
2026-01-25