The Imitation Game: The Imitation Game: How Encouraging Renegotiation Makes Good Borrowers Bad

A-Tier
Journal: The Review of Financial Studies
Year: 2024
Volume: 37
Issue: 12
Pages: 3648-3709

Authors (3)

Sean Flynn (not in RePEc) Andra Ghent (University of North Carolina-C...) Alexei Tchistyi (not in RePEc)

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

We show that commercial mortgage borrowers behave opportunistically to attempt to obtain principal reductions. We develop a model in which lenders cannot perfectly observe borrowers’ use values and renegotiation is costly. We then exploit a tax rule change that reduced the cost of renegotiation. Consistent with the model predictions, borrowers with high private use values of the property are more likely to transfer into special servicing when lenders have a higher capacity to negotiate principal reductions after the rule change. Our results suggest adverse consequences of principal forgiveness for lenders.

Technical Details

RePEc Handle
repec:oup:rfinst:v:37:y:2024:i:12:p:3648-3709.
Journal Field
Finance
Author Count
3
Added to Database
2026-01-25