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A credit rationing model of the medium risk borrowers with low valued collateral

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  • Sehoon Kwon

Abstract

This paper investigates how the risk and the collateral values are jointly affecting the credit rationing. We propose a credit rationing model of continuous default risk and collateral values and show that the medium risk borrowers with low valued (or high transaction cost) collateral are most vulnerable to the credit rationing.

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  • Sehoon Kwon, 2022. "A credit rationing model of the medium risk borrowers with low valued collateral," Applied Economics Letters, Taylor & Francis Journals, vol. 29(21), pages 1970-1974, December.
    • Handle: RePEc:taf:apeclt:v:29:y:2022:i:21:p:1970-1974
    DOI: 10.1080/13504851.2021.1967271
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