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The Optimal Response to Default: Renegotiation or Extended Maturity?

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Author Info
Thomas Miceli (University of Connecticut)
C. F. Sirmans (University of Connecticut)

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Abstract

This paper reinforces the argument of Harding and Sirmans (2002) that the observed preference of lenders for extended maturity rather than renegotiation of the principle in the case of loan default is due to the superior incentive properties of the former. Specifically, borrowers have a greater incentive to avoid default under extended maturity because it reduces the likelihood that they will be able to escape paying off the full loan balance. Thus, although extended maturity leaves open the possibility of foreclosure, it will be preferred to renegotiation as long as the dead weight loss from foreclosure is not too large.

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File URL: http://www.econ.uconn.edu/working/2007-11.pdf
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Publisher Info
Paper provided by University of Connecticut, Department of Economics in its series Working papers with number 2007-11.

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Length: 19 pages
Date of creation: May 2007
Date of revision:
Handle: RePEc:uct:uconnp:2007-11

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Related research
Keywords: Agency costs; default; extended maturity; renegotiation; moral hazard;

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Find related papers by JEL classification:
D82 - Microeconomics - - Information, Knowledge, and Uncertainty - - - Asymmetric and Private Information
G33 - Financial Economics - - Corporate Finance and Governance - - - Bankruptcy; Liquidation

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References listed on IDEAS
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  1. Asquith, Paul & Gertner, Robert & Scharfstein, David, 1994. "Anatomy of Financial Distress: An Examination of Junk-Bond Issuers," The Quarterly Journal of Economics, MIT Press, vol. 109(3), pages 625-58, August. [Downloadable!] (restricted)
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  2. John P. Harding & C.F. Sirmans, 2002. "Renegotiation of Troubled Debt: The Choice between Discounted Payoff and Maturity Extension," Real Estate Economics, American Real Estate and Urban Economics Association, vol. 30(3), pages 475-503. [Downloadable!] (restricted)
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This page was last updated on 2009-10-28.


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