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Asymmetric Information and Loan Spreads in Russia: Evidence from Syndicated Loans

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Author Info
Fungáová, Zuzana () (BOFIT)
Godlewski , Christophe J. () (BOFIT)
Weill, Laurent () (BOFIT)

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Abstract

This paper considers whether local bank participation exerts an impact on the spreads for syndicated loans in Russia. Following Berger, Klapper and Udell (2001), we test whether local banks possess a superior ability to deal with information asymmetries. Using a sample of 528 syndicated loans to Russian borrowers, we perform regressions of the spread on a set of variables including information on local bank participation and the characteristics of loans and borrowers. Unlike earlier studies, we distinguish foreign banks with a local presence from those without such presence. The intuition here is that a local presence may influence a foreign bank’s monitoring ability and access to information about borrowers. We observe no significant impact on the spread when there is local bank participation in a syndicated loan, nor do we find any significant influence of the presence of domestic-owned banks or foreign-owned banks on the spread. Additional estimations considering subsamples with exacerbated information asymmetries provide similar results. Therefore our conclusion is that local banks do not benefit from an advantage in monitoring ability and in information in Russia.

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Paper provided by Bank of Finland, Institute for Economies in Transition in its series BOFIT Discussion Papers with number 7/2009.

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Length: 30 pages
Date of creation: 01 Jul 2009
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Handle: RePEc:hhs:bofitp:2009_007

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Related research
Keywords: bank; information asymmetry; loan; syndication; Russia;

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Find related papers by JEL classification:
G21 - Financial Economics - - Financial Institutions and Services - - - Banks; Other Depository Institutions; Mortgages
P34 - Economic Systems - - Socialist Institutions and Their Transitions - - - Finance

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  1. Claeys, Sophie & Schoors, Koen, 2007. "Bank supervision Russian style: Evidence of conflicts between micro- and macro-prudential concerns," Journal of Comparative Economics, Elsevier, vol. 35(3), pages 630-657, September. [Downloadable!] (restricted)
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  2. Berger, Allen N. & Klapper, Leora F. & Udell, Gregory F., 2001. "The ability of banks to lend to informationally opaque small businesses," Journal of Banking & Finance, Elsevier, vol. 25(12), pages 2127-2167, December. [Downloadable!] (restricted)
    Other versions:
  3. Weill, Laurent, 2008. "How corruption affects bank lending in Russia," BOFIT Discussion Papers 18/2008, Bank of Finland, Institute for Economies in Transition. [Downloadable!]
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  4. Stephen A. Ross, 1977. "The Determination of Financial Structure: The Incentive-Signalling Approach," Bell Journal of Economics, The RAND Corporation, vol. 8(1), pages 23-40, Spring. [Downloadable!] (restricted)
  5. Godlewski, Christophe J. & Weill, Laurent, 2008. "Syndicated loans in emerging markets," Emerging Markets Review, Elsevier, vol. 9(3), pages 206-219, September. [Downloadable!] (restricted)
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  6. Focarelli, Dario & Pozzolo, Alberto Franco & Casolaro, Luca, 2008. "The pricing effect of certification on syndicated loans," Journal of Monetary Economics, Elsevier, vol. 55(2), pages 335-349, March. [Downloadable!] (restricted)
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  10. Ivashina, Victoria, 2009. "Asymmetric information effects on loan spreads," Journal of Financial Economics, Elsevier, vol. 92(2), pages 300-319, May. [Downloadable!] (restricted)
  11. Hasan, Iftekhar & Marton, Katherin, 2003. "Development and efficiency of the banking sector in a transitional economy: Hungarian experience," Journal of Banking & Finance, Elsevier, vol. 27(12), pages 2249-2271, December. [Downloadable!] (restricted)
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  12. Benjamin C. Esty, 2001. "Structuring Loan Syndicates: A Case Study Of The Hong Kong Disneyland Project Loan," Journal of Applied Corporate Finance, Morgan Stanley, vol. 14(3), pages 80-95. [Downloadable!] (restricted)
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  15. Anne-France Delannay & Laurent Weill, 2004. "The Determinants of Trade Credit in Transition Countries," Economic Change and Restructuring, Springer, vol. 37(3), pages 173-193, 09. [Downloadable!] (restricted)
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  16. Karas, Alexei & Pyle, William & Schoors, Koen, 2006. "Sophisticated discipline in a nascent deposit market: Evidence from post-communist Russia," BOFIT Discussion Papers 13/2006, Bank of Finland, Institute for Economies in Transition. [Downloadable!]
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  17. Levine, Ross, 2005. "Finance and Growth: Theory and Evidence," Handbook of Economic Growth, in: Philippe Aghion & Steven Durlauf (ed.), Handbook of Economic Growth, edition 1, volume 1, chapter 12, pages 865-934 Elsevier. [Downloadable!] (restricted)
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