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

MaRDI QIDQ2960745zbMATH OpenFDO

Authors Wolfgang Kürsten

Publication date 17 February 2017

zbMATH Keywords

collateralasymmetric informationincentive compatibilitycredit markets

Mathematics Subject Classification ID

Credit risk (91G40)

Recommendations

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• scientific article; zbMATH DE number 2204533
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(11)

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

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