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Emergence of Captive Finance Companies and Risk Segmentation in Loan Markets: Theory and Evidence

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Author Info
JOHN M. BARRON
BYUNG-UK CHONG
MICHAEL E. STATEN

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Abstract

A seller with some degree of market power in its product market can earn rents. In this context, there is a gain to granting credit to purchase of the product and thus to the establishment of a captive finance company. This paper examines the optimal behavior of such a durable good seller and its captive finance company. The model predicts a critical difference between the captive finance company's credit standard and that of independent lenders ("banks"), namely, that the captive finance company will adopt a more lenient credit standard. Thus, we should expect the likelihood of repayment of a captive loan to be lower than that of a bank loan, other things equal. This prediction is tested using a unique data set drawn from a major credit bureau in the United States, and the evidence supports the theoretical prediction. Copyright 2008 The Ohio State University.

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File URL: http://www.blackwell-synergy.com/doi/abs/10.1111/j.1538-4616.2008.00108.x
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Publisher Info
Article provided by Blackwell Publishing in its journal Journal of Money, Credit and Banking.

Volume (Year): 40 (2008)
Issue (Month): 1 (02)
Pages: 173-192
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Handle: RePEc:mcb:jmoncb:v:40:y:2008:i:1:p:173-192

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Web page: http://www.blackwellpublishing.com/journal.asp?ref=0022-2879

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This page was last updated on 2009-12-8.


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