Collateralized assets and asymmetric information

DOI10.1016/J.JMATECO.2007.06.003MaRDI QIDQ949653zbMATH OpenOpenAlexFDO

Authors Myrian Petrassi, Juan Pablo Torres-Martínez

Publication date 21 October 2008

Published in Journal of Mathematical Economics (Search for Journal in Brave)

Full work available at URL http://www.econ.puc-rio.br/uploads/adm/trabalhos/files/td539.pdf

zbMATH Keywords

asymmetric informationcollateraldefault

Mathematics Subject Classification ID

Cooperative games (91A12) Signaling and communication in game theory (91A28) Auctions, bargaining, bidding and selling, and other market models (91B26) General equilibrium theory (91B50)

Recommendations

• Equilibrium with default and endogenous collateral.
• Rothschild/Stiglitz dominance and (in)compatibility of collateral in the presence of ex ante hidden information
• Competitive equilibrium in the credit market under asymmetric information
• Collateral equilibrium. I: A basic framework
• Competitive equilibria with asymmetric information

Cites work

• Arbitrage and price revelation with asymmetric information and incomplete markets
• Collateral Avoids Ponzi Schemes in Incomplete Markets
• Infinite dimensional analysis. A hitchhiker's guide.
• No-arbitrage equilibria with differential information: an existence proof

Cited in

(6)

• Credit markets with asymmetric information
• Equilibrium with limited-recourse collateralized loans
• Collateral in banking policy: on the possibility of signaling
• Collateral Booms and Information Depletion
• Rothschild/Stiglitz dominance and (in)compatibility of collateral in the presence of ex ante hidden information
• Data versus Collateral

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