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Debt concentration and secondary market prices

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Author Info
Fernandez, Raquel
Ozler, Sule
Abstract

Using a model that distinguishes between large money center banks and smaller regional banks, this paper shows that the percentage of a country's debt held by the large banks affects the secondary market priceof that country's debt: the higher the concentration of the debt, the higher the secondary market price. It also shows that if debt is freely traded in the secondary market, the entire stock of debt will not eventually end up being owned by the large banks. The authors'empirical analysis incorporates several potential determinants of secondary market prices: variables associated with a country's economic performance, variables that can be associated with the creditor country's regulatory structure, and the concentration of debt in the hands of the largest U.S. banks.

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Paper provided by The World Bank in its series Policy Research Working Paper Series with number 570.

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Date of creation: 31 Jan 1991
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Handle: RePEc:wbk:wbrwps:570

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Keywords: Banks&Banking Reform Financial Intermediation Economic Theory&Research Financial Crisis Management&Restructuring Environmental Economics&Policies

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. Hajivassiliou, V. A., 1989. "Do the secondary markets believe in life after debt?," Policy Research Working Paper Series 252, The World Bank. [Downloadable!]
  2. Raquel Fernandez & Robert W. Rosenthal, 1989. "Sovereign-Debt Renegotiations Revisted," NBER Working Papers 2981, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
  3. Lee, Lung-Fei, 1982. "Some Approaches to the Correction of Selectivity Bias," Review of Economic Studies, Blackwell Publishing, vol. 49(3), pages 355-72, July. [Downloadable!] (restricted)
  4. Amemiya, Takeshi, 1984. "Tobit models: A survey," Journal of Econometrics, Elsevier, vol. 24(1-2), pages 3-61. [Downloadable!] (restricted)
  5. Diwan, Ishac & Demirguc-Kunt, Asli, 1990. "The menu approach to developing country external debt : an analysis of commercial banks'choice behavior," Policy Research Working Paper Series 530, The World Bank. [Downloadable!]
  6. Rosenthal, Robert W., 1991. "On the incentives associated with sovereign debt," Journal of International Economics, Elsevier, vol. 30(1-2), pages 167-176, February. [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. Claessens, Stijn & Pennacchi, George, 1992. "Deriving developing country repayment capacity from the market prices of sovereign debt," Policy Research Working Paper Series 1043, The World Bank. [Downloadable!]
  2. Claessens, Stijn & Diwan, Ishac & Fernandez-Arias, Eduardo, 1992. "Recent experience with commercial bank debt reduction," Policy Research Working Paper Series 995, The World Bank. [Downloadable!]
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