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Liquidity, pledgeability, and the nature of lending

  • Douglas W. Diamond*
  • , Yunzhi Hu
  • , Raghuram G. Rajan
  • *Corresponding author for this work

Research output: Contribution to journalJournal Articlepeer-review

Abstract

We develop a theory of how corporate lending and financial intermediation change based on the fundamentals of the firm and its environment. We focus on the interaction between the prospective net worth or liquidity of an industry and the firm's internal governance or pledgeability. Variations in prospective liquidity can induce changes in the nature, covenants, and quantity of loans that are made, the identity of the lender, and the extent to which the lender is leveraged. We offer predictions on how these might vary over the financial cycle.

Original languageEnglish
Pages (from-to)1275-1294
Number of pages20
JournalJournal of Financial Economics
Volume143
Issue number3
Early online date18 May 2021
DOIs
Publication statusPublished - Mar 2022
Externally publishedYes

Bibliographical note

Publisher Copyright:
© 2021

Keywords

  • Liquidity
  • Pledgeability
  • Financial cycle
  • Monitoring
  • Loans
  • Performance-pricing debt
  • Intermediary capital

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