Bank monitoring incentives under moral hazard and adverse selection

DOI10.1007/s10957-019-01621-9zbMath1433.60070arXiv1701.05864OpenAlexW2995581876WikidataQ126526705 ScholiaQ126526705MaRDI QIDQ2302840

Nicolás Hernández Santibáñez, Dylan Possamaï, Chao Zhou

Publication date: 26 February 2020

Published in: Journal of Optimization Theory and Applications (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1701.05864

zbMATH Keywords

moral hazardadverse selectionprincipal-agent problemsecuritisationbank monitoring

Mathematics Subject Classification ID

Utility theory (91B16) Applications of stochastic analysis (to PDEs, etc.) (60H30) Credit risk (91G40) Principal-agent models (91B43)

Related Items (3)

An exit contract optimization problem ⋮ A continuous-time model of self-protection ⋮ An Adverse Selection Approach to Power Pricing

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