Publicação

Equilibrium With Default and Endogenous Collateral

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Detalhes bibliográficos
Resumo:We study a two-period general equilibrium model with incomplete asset markets and default. We make collateral endogenous by allowing each seller of assets to fix the level of collateral. Sellers are required to provide collateral whose first-period value, per unit of asset, exceeds the asset price, by an arbitrarily small amount. Moreover, borrowers are also required to be fully covered by the purchase, in the first-period, of state by state default insurance. These insurance contracts are offered by lenders. The insurance cost or revenue is a linear charge and plays the role of a spread penalizing borrowers who will incur in default and benefiting lenders who will suffer default. Under these assumptions, equilibrium always exists.
Autores principais:Araújo, Aloísio
Outros Autores:Orrillo, Jaime; Páscoa, Mário Rui
Assunto:Incomplete Markets Collateral Default Insurance Spread
Ano:1999
País:Portugal
Tipo de documento:working paper
Tipo de acesso:acesso aberto
Instituição associada:Universidade Nova de Lisboa
Idioma:inglês
Origem:Repositório Institucional da UNL
Descrição
Resumo:We study a two-period general equilibrium model with incomplete asset markets and default. We make collateral endogenous by allowing each seller of assets to fix the level of collateral. Sellers are required to provide collateral whose first-period value, per unit of asset, exceeds the asset price, by an arbitrarily small amount. Moreover, borrowers are also required to be fully covered by the purchase, in the first-period, of state by state default insurance. These insurance contracts are offered by lenders. The insurance cost or revenue is a linear charge and plays the role of a spread penalizing borrowers who will incur in default and benefiting lenders who will suffer default. Under these assumptions, equilibrium always exists.