Collateral in banking policy: on the possibility of signaling

DOI10.1016/J.MATHSOCSCI.2014.06.002MaRDI QIDQ459178zbMATH OpenOpenAlexFDO

Authors Volker Bieta, Udo Broll, Wilfried Siebe

Publication date 8 October 2014

Published in Mathematical Social Sciences (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.mathsocsci.2014.06.002

Mathematics Subject Classification ID

Macroeconomic theory (monetary models, models of taxation) (91B64) Applications of game theory (91A80) Signaling and communication in game theory (91A28)

Recommendations

• Collateral and the efficiency of monetary policy
• Interbank loans, collateral and modern monetary policy
• Deposit Collateral and the Role of Banks *
• Collateral and bank screening as complements: a spillover effect
• A Theory of Collateral for the Lender of Last Resort*
• Collateralized assets and asymmetric information
• Rothschild/Stiglitz dominance and (in)compatibility of collateral in the presence of ex ante hidden information
• Signaling in Credit Markets
• Optimal monetary policy in a collateralized economy
• Collateral amplification under complete markets

Cites work

• scientific article; zbMATH DE number 1442674 (Why is no real title available?)
• Competitive equilibrium in the credit market under asymmetric information
• Game theory
• Games and information. An introduction to game theory.
• Hedging mean-reverting commodities
• Microeconomic theory
• Signaling in Credit Markets
• Utility functions of equivalent form and the effect of parameter changes on optimum decision making

Cited in

(10)

• Closure Policy when Bank Inspection Can Be Manipulated *
• Collateral and bank screening as complements: a spillover effect
• Financial maintenance covenants in bank loans
• A Theory of Collateral for the Lender of Last Resort*
• Leverage dynamics and credit quality
• Deposit Collateral and the Role of Banks *
• Collateral misrepresentation, external auditing, and optimal supervisory policy
• Hands in the cookie jar: exploiting loan loss provisions under bank financial distress
• Rothschild/Stiglitz dominance and (in)compatibility of collateral in the presence of ex ante hidden information
• Collateral and reputation in a model of strategic defaults

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