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Finite-Life, Private-Information Theory of Unsecured Debt

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Author Info
Satyajit Chatterjee () (Research Federal Reserve Bank of Philadelphia)
Dean Corbae
Jose-Victor Rios-Rull

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Abstract

We propose a theory of unsecured debt that is based on the existence of private information about a person's type and on the fact that some debtors have the incentive to forego bankruptcy in order to signal their type. The theory formalizes the idea that the type of a person is relevant to trading partners in many exchange situations and by resisting opportunistic behavior in one exchange context, a person may signal valuable information about his type to trading partners in other exchange contexts. In the model, by resisting opportunistic behavior in the credit market borrowers can signal their type to the insurance market. The model is consistent with the observation that insurers use credit scores to predict the likelihood of a person filing insurance claims.

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File URL: http://repec.org/sed2006/up.28765.1140044414.pdf
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Paper provided by Society for Economic Dynamics in its series 2006 Meeting Papers with number 781.

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Date of creation: 03 Dec 2006
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Handle: RePEc:red:sed006:781

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Related research
Keywords: Adverse Selection Insurance Credit Scores Default Risk

Other versions of this item:

Find related papers by JEL classification:
G12 - Financial Economics - - General Financial Markets - - - Asset Pricing
D52 - Microeconomics - - General Equilibrium and Disequilibrium - - - Incomplete Markets
D82 - Microeconomics - - Information, Knowledge, and Uncertainty - - - Asymmetric and Private Information

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  1. Irina A. Telyukova & Randall Wright, 2007. "A model of money and credit, with application to the credit card debt puzzle," Working Paper 0711, Federal Reserve Bank of Cleveland. [Downloadable!]
    Other versions:
  2. Igor Livshits & James MacGee & Michele Tertilt, 2006. "Accounting for the Rise in Consumer Bankruptcies," University of Western Ontario, RBC Financial Group Economic Policy Research Institute Working Papers 20066, University of Western Ontario, RBC Financial Group Economic Policy Research Institute. [Downloadable!]
    Other versions:
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This page was last updated on 2008-11-20.


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