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Asset Securitization and Asymmetric Information

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Author Info
Edward M. Iacobucci
Ralph A. Winter

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Abstract

We analyze the incentives for asset securitization that flow from informational asymmetries within a corporation. Within the framework of “hidden-action” asymmetries, securitization of those cash flows that are relatively insensitive to managerial effort leaves critical incentive devices more high powered and more focused on cash flows that matter. In addition, asset securitization exchanges a stream of future cash inflows for a lump-sum cash inflow, which enhances monitoring and control of management expenditures. Within the “hidden-information” framework, asset securitization can be explained by asymmetric information (1) between insiders and outside investors about the value of nonsecuritized assets or (2) between insiders and outsider investors about the value of securitized assets. In both hidden-information theories, asset securitization is driven by the propensity of the market to allocate assets to investors who are best informed about asset values.

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File URL: http://www.journals.uchicago.edu/cgi-bin/resolve?id=doi:10.1086/427765
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Publisher Info
Article provided by University of Chicago Press in its journal The Journal of Legal Studies.

Volume (Year): 34 (2005)
Issue (Month): ()
Pages: 161-206
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Handle: RePEc:ucp:jlstud:v:34:y:2005:p:161-206

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  1. Che, Yeon-Koo & Spier, Kathryn, 2006. "Strategic Judgment Proofing," MPRA Paper 6100, University Library of Munich, Germany. [Downloadable!]
    Other versions:
  2. Vink, Dennis, 2007. "An Empirical Analysis of Asset-Backed Securitization," MPRA Paper 10382, University Library of Munich, Germany, revised 25 Aug 2008. [Downloadable!]
  3. Gang-Zhi Fan & Seow Ong & Tien Sing, 2006. "Moral Hazard, Effort Sensitivity and Compensation in Asset-Backed Securitization," The Journal of Real Estate Finance and Economics, Springer, vol. 32(3), pages 229-251, May. [Downloadable!] (restricted)
  4. Maciej Firla-Cuchra & Tim Jenkinson, 2005. "Security Design in the Real World: Why are Securitization Issues Tranched?," Economics Series Working Papers 225, University of Oxford, Department of Economics. [Downloadable!]
  5. Johannes Schmittat, 2006. "The Securitisation of Trade Receivables, Agency Conflicts, and Reactions of Lenders," ebs Working Papers on Finance and Accounting 061101, Department of Finance and Accounting, EUROPEAN BUSINESS SCHOOL (ebs), International University Schloß Reichartshausen, revised 11 Jan 2007. [Downloadable!]
  6. Maciej Firla-Cuchra, 2005. "Explaining Launch Spreads on Structured Bonds," Economics Series Working Papers 230, University of Oxford, Department of Economics. [Downloadable!]
  7. Benjamin Liu & Donghui Li & Eduardo Roca, . "What Determine Yield Spreads in Australia? Credit Criteria, Funding Channels and the Market Condition," Working Papers finance:200901, Department of Finance, Accounting, and Economics, Griffith University. [Downloadable!]
  8. Maciej Firla-Cuchra & Tim Jenkinson, 2005. "Why are Securitization Issues Tranched?," OFRC Working Papers Series 2005fe04, Oxford Financial Research Centre. [Downloadable!]
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