Credit contracts, moral hazard, and the role of credit securities

zbMATH Open1356.91094MaRDI QIDQ2960745FDOQ2960745

Authors: Wolfgang Kürsten 

Publication date: 17 February 2017

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zbMATH Keywords

collateralasymmetric informationincentive compatibilitycredit markets

Mathematics Subject Classification ID

Credit risk (91G40)

Cited In (11)

• Can contract of credit default swaps mitigate moral hazard?
• Credit markets with moral hazard and heterogeneous valuations of collateral
• Financial engineering and agency problems
• Risk aversion and incentive compatibility with ex post information asymmetry
• Corporate financing under moral hazard and the default risk of buyers
• Design of bank credit contract with punishment mechanism
• Influence of risk incentive by limited dividend provision
• Security design and firm dynamics under long-term moral hazard
• Securitization and optimal retention under moral hazard
• Moral Hazard Contracting and Private Credit Markets
• Securitization and Compensation in Financial Institutions*

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