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The Securitisation of Trade Receivables, Agency Conflicts, and Reactions of Lenders

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Author Info
Johannes Schmittat () (Department of Finance and Accounting, EUROPEAN BUSINESS SCHOOL (ebs), International University Schloß Reichartshausen)

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Abstract

As the securitization of trade receivables is opening up for smaller volumes, and therefore gaining popularity among smaller German firms, the effects of this financing method are of special interest. Iacobucci and Winter (2005) suggest that Asset Backed Securities (ABS) reduce agency costs. However, in the special case of securitizing trade receivables, the separation of asset and originator risks is not perfect, making the reduction of agency costs questionable. Furthermore, wealth transfers from lenders to equity holders might be possible by assigning preferred claims over receivables to the ABS holders. These issues have been analyzed using four intensive clinical studies and ten additional case studies of German firms. The results show that monitoring costs are not reduced (the SPV monitors the originator very closely), and it is not possible to enhance the effciency of the monitoring systems (default noise is only eliminated in cases of very extreme defaults). However, ABS may be used as a signaling device by smaller companies and reduces the underinvestment problem by adding financial flexibility, as described by Froot, Scharfstein, and Stein (1993). Concerning the wealth transfers, the reactions of lending banks are very intriguing and surprising. In only two cases was there a reduction of credit volume. Additionally, for smaller firms, the shortening of the balance sheet improves their credit rating. Larger firms lack this advantage because banks and rating agencies add ABS to the level of debt.

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Publisher Info
Paper provided by Department of Finance and Accounting, EUROPEAN BUSINESS SCHOOL (ebs), International University Schloß Reichartshausen in its series ebs Working Papers on Finance and Accounting with number 061101.

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Length: 19 pages
Date of creation: 22 Oct 2006
Date of revision: 11 Jan 2007
Handle: RePEc:ebs:finacc:061101

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Related research
Keywords: securitisation; structured finance; trade receivables;

Find related papers by JEL classification:
G32 - Financial Economics - - Corporate Finance and Governance - - - Financing Policy; Capital and Ownership Structure
D81 - Microeconomics - - Information, Knowledge, and Uncertainty - - - Criteria for Decision-Making under Risk and Uncertainty
G21 - Financial Economics - - Financial Institutions and Services - - - Banks; Other Depository Institutions; Mortgages

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References listed on IDEAS
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  1. Froot, Kenneth A & Scharfstein, David S & Stein, Jeremy C, 1993. " Risk Management: Coordinating Corporate Investment and Financing Policies," Journal of Finance, American Finance Association, vol. 48(5), pages 1629-58, December. [Downloadable!] (restricted)
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  2. Stulz, ReneM. & Johnson, Herb, 1985. "An analysis of secured debt," Journal of Financial Economics, Elsevier, vol. 14(4), pages 501-521, December. [Downloadable!] (restricted)
  3. Edward M. Iacobucci & Ralph A. Winter, 2005. "Asset Securitization and Asymmetric Information," Journal of Legal Studies, University of Chicago Press, vol. 34, pages 161-206. [Downloadable!]
  4. Kenneth A. Froot & David S. Scharfstein & Jeremy C. Stein, 1994. "A Framework For Risk Management," Journal of Applied Corporate Finance, Morgan Stanley, vol. 7(3), pages 22-33. [Downloadable!] (restricted)
  5. Akerlof, George A, 1970. "The Market for 'Lemons': Quality Uncertainty and the Market Mechanism," The Quarterly Journal of Economics, MIT Press, vol. 84(3), pages 488-500, August. [Downloadable!] (restricted)
  6. Sopranzetti, Ben J., 1999. "Selling accounts receivable and the underinvestment problem," The Quarterly Review of Economics and Finance, Elsevier, vol. 39(2), pages 291-301. [Downloadable!] (restricted)
  7. Graham, John R. & Harvey, Campbell R., 2001. "The theory and practice of corporate finance: evidence from the field," Journal of Financial Economics, Elsevier, vol. 60(2-3), pages 187-243, May. [Downloadable!] (restricted)
  8. Myers, Stewart C., 1977. "Determinants of corporate borrowing," Journal of Financial Economics, Elsevier, vol. 5(2), pages 147-175, November. [Downloadable!] (restricted)
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