arXiv Open Access 2025

Liquidation Efficiency and the Bank-Bond Margin

Georgy Lukyanov
Lihat Sumber

Abstrak

I develop a tractable adverse-selection model comparing secured bank loans and bonds when both pledge collateral but differ in effective liquidation efficiency. A small wedge in recovery rates generates coexistence, a sharp bank-bond cutoff, and distinctive comparative statics in issuance, pricing, collateral, and default. Changes in insolvency regimes or creditor coordination shift the composition of external finance and welfare, with clear implications for bank-based versus market-based intermediation and financial stability.

Topik & Kata Kunci

Penulis (1)

G

Georgy Lukyanov

Format Sitasi

Lukyanov, G. (2025). Liquidation Efficiency and the Bank-Bond Margin. https://arxiv.org/abs/2509.03086

Akses Cepat

Lihat di Sumber
Informasi Jurnal
Tahun Terbit
2025
Bahasa
en
Sumber Database
arXiv
Akses
Open Access ✓