Information Sharing and Rating Manipulation

A-Tier
Journal: The Review of Financial Studies
Year: 2017
Volume: 30
Issue: 9
Pages: 3269-3304

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 banks manipulate borrowers’ credit ratings before sharing them with competing banks. Using a unique feature on the timing of information disclosure of a public credit registry, we disentangle the effect of manipulation from learning of credit ratings. We show that banks downgrade high-quality borrowers for which they have positive private information to protect their informational rents. Banks also upgrade low-quality borrowers with multiple lenders to avoid creditor runs. Our results suggest that credit ratings manipulation limits the positive effects of credit registries’ information disclosure on credit allocation.Received April 18, 2016; editorial decision April 1, 2017 by Editor Philip Strahan.

Technical Details

RePEc Handle
repec:oup:rfinst:v:30:y:2017:i:9:p:3269-3304.
Journal Field
Finance
Author Count
3
Added to Database
2026-01-25