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

collateraldefaultasymmetric information

Mathematics Subject Classification ID

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

• scientific article; zbMATH DE number 1351867 (Why is no real title available?)
• Arbitrage and price revelation with asymmetric information and incomplete markets
• Collateral Avoids Ponzi Schemes in Incomplete Markets
• No-arbitrage equilibria with differential information: an existence proof

Cited in

(6)

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

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