Studies on loan rate strategies under relationship banking
| Project/Area Number |
22530307
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| Research Category |
Grant-in-Aid for Scientific Research (C)
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| Allocation Type | Single-year Grants |
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| Section | 一般 |
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| Research Field |
Public finance/Monetary economics
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| Research Institution | Nagoya University |
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Principal Investigator |
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| Project Period (FY) |
2010 – 2012
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| Project Status |
Completed (Fiscal Year 2012)
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| Budget Amount *help |
¥1,950,000 (Direct Cost: ¥1,500,000、Indirect Cost: ¥450,000)
Fiscal Year 2012: ¥650,000 (Direct Cost: ¥500,000、Indirect Cost: ¥150,000)
Fiscal Year 2011: ¥650,000 (Direct Cost: ¥500,000、Indirect Cost: ¥150,000)
Fiscal Year 2010: ¥650,000 (Direct Cost: ¥500,000、Indirect Cost: ¥150,000)
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| Keywords | 金融論 / 経済理論 / 経済政策 / 銀行 / 信用リスク / 情報の非対称性 / オークション / 構造推定 / 中小企業 / リレーションシップ貸出 / 日本の銀行 / 不良債権 / 倒産 |
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| Research Abstract |
I analyzed strategic aspect of loan rate setting by Japanese banks in this study. Using data of loan rate and other variables related to credit risk of small and medium firms. I estimated accuracy of unobservable signal of credit risk. I found an empirical result showing no strategic aspect of bank loan competition predicted by the game theoretic model. Thus, I concluded that asymmetric information had no significant influence in the bank loan market.
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Report
(4 results)
Research Products
(6 results)
