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Peer Grouping in An Adverse Selection Model

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Author Info
Beatriz Armendariz de Aghion (University College London)
Christian Gollier (GREMAQ AND IDEI)

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Abstract

This paper develops an adverse selection model which uncovers two mechanisms whereby Grameen-style peer grouping systems can trigger lower interest rates. In one extreme scenario, where participant borrowers do not have prior information about the type of their peers, lower interest rate are triggered by a `collateral effect'. In the opposite scenario, where participant borrowers have perfect knowledge about their peers, lower interest rates are triggered by a `self selection' effect. Because of the latter effect, peer grouping can be viewed as a mechanism for banks to extract information from borrowers. The existence of the former effect implies, however, that information extraction by banks necessary for peer grouping systems to succeed in reducing interest rates, and that peer grouping systems are potentially implementable beyond the sphere of village economies with perfect information.

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File URL: ftp://all.repec.org/RePEc/wuk/ucloec/ucloec9624.ps
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Publisher Info
Paper provided by University College London, Department of Economics in its series Discussion Papers with number 96-24 ISSN 1350-6722.

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Length: 30 pages
Date of creation: Nov 1996
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Handle: RePEc:wuk:ucloec:9624

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Postal: Gower Street, London WC1E 6BT
Web page: http://www.ucl.ac.uk/economics/
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Related research
Keywords: Credit; Peer-grouping; Adverse selection; Collateral; Selfselection;

Find related papers by JEL classification:
O16 - Economic Development, Technological Change, and Growth - - Economic Development - - - Financial Markets; Saving and Capital Investment
D82 - Microeconomics - - Information, Knowledge, and Uncertainty - - - Asymmetric and Private Information
G20 - Financial Economics - - Financial Institutions and Services - - - General

Cited by:
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  1. Jonathan Conning, 2005. "Monitoring by Peers or by Delegates? Joint Liability Loans and Moral Hazard," Hunter College Department of Economics Working Papers 407, Hunter College: Department of Economics. [Downloadable!]
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This page was last updated on 2009-11-6.


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