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Screening, Bidding, and the Loan Market Tightness

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Author Info
Melanie Cao () (Queen's University)
Shouyong Shi () (Queen's University and Center for Research on Economic Fluctuations and Employment, UQAM)

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Abstract

Bank loans are more available and cheaper for new and small businesses in the U.S. in areas with highly concentrated banks than in areas with highly competitive banks. To explain this fact, we analyze banks' decisions to screen the project and their subsequent competition in loan provisions. It is shown that, by increasing a negative informational externality to an informed winner, an increase in the number of banks in the market can reduce banks' screening probability sufficiently, reduce the number of banks that actively compete in loan provisions and increase the expected loan rate. This occurs when the screening cost is not very high, in which case all active bidders are informed. The opposite outcome occurs when the screening cost is high, in which case there are sufficiently many uninformed banks in bidding to attenuate the negative informational externality.

Les crédits sont plus facilement disponibles et meilleur marché pour les nouvelles et petites entreprises américaines dans les zone à haute concentration bancaire que dans les zones à forte concurrence bancaire. Pour expliquer ce fait, nous analysons les décisions de sélection de projet par les banques et leur concurrence dans le financement de projets. Nous montrons qu'en augmentant l'externalité informationnelle négative d'un gagnant informé, une augmentation du nombre de banques dans le marché peut réduire suffisamment la probabilité de sélection, réduire le nombre de banques qui sont activement en concurrence pour les crédits et augmenter le taux d'emprunt attendu. Ceci a lieu lorsque le coût de sélection est élevé, auquel cas il y a un nombre suffisant de banques non-informées qui soumissionnent pour que cela atténue l'externalité informationnelle négative.

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Publisher Info
Paper provided by CREFE, Université du Québec à Montréal in its series Cahiers de recherche CREFE / CREFE Working Papers with number 80.

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Length: 47 pages
Date of creation: Feb 1999
Date of revision:
Handle: RePEc:cre:crefwp:80

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Related research
Keywords: screening; bidding; loans; information externality;

Other versions of this item:

Find related papers by JEL classification:
G21 - Financial Economics - - Financial Institutions and Services - - - Banks; Other Depository Institutions; Mortgages
D44 - Microeconomics - - Market Structure and Pricing - - - Auctions
L15 - Industrial Organization - - Market Structure, Firm Strategy, and Market Performance - - - Information and Product Quality

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  1. Canadian Macro Study Group
References listed on IDEAS
Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile, click on "citations" and make appropriate adjustments.:
  1. Petersen, Mitchell A & Rajan, Raghuram G, 1995. "The Effect of Credit Market Competition on Lending Relationships," The Quarterly Journal of Economics, MIT Press, vol. 110(2), pages 407-43, May. [Downloadable!] (restricted)
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  2. Sharpe, Steven A, 1990. " Asymmetric Information, Bank Lending, and Implicit Contracts: A Stylized Model of Customer Relationships," Journal of Finance, American Finance Association, vol. 45(4), pages 1069-87, September. [Downloadable!] (restricted)
    Other versions:
  3. von Thadden, Ernst-Ludwig, 2004. "Asymmetric information, bank lending and implicit contracts: the winner's curse," Finance Research Letters, Elsevier, vol. 1(1), pages 11-23, March. [Downloadable!] (restricted)
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Cited by:
(explanations, Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile, click on "citations" and make appropriate adjustments.)

  1. Mitchell Berlin & Alexander Butler, 2002. "Collateral and competition," Working Papers 02-22, Federal Reserve Bank of Philadelphia. [Downloadable!]
  2. Carol Ann Northcott, 2004. "Competition in Banking: A Review of the Literature," Working Papers 04-24, Bank of Canada. [Downloadable!]
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