2012 Fiscal Year Final Research Report
Studies on loan rate strategies under relationship banking
| Project/Area Number |
22530307
|
|---|
| Research Category |
Grant-in-Aid for Scientific Research (C)
|
| Allocation Type | Single-year Grants |
|---|
| Section | 一般 |
|---|
| Research Field |
Public finance/Monetary economics
|
|---|
| Research Institution | Nagoya University |
|---|
Principal Investigator |
|
|---|
| Project Period (FY) |
2010 – 2012
|
| Keywords | 金融論 / 経済理論 / 経済政策 / 銀行 |
|---|
| 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.
|
Research Products
(5 results)
