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Corporate Finance: Bankruptcy and Distress

Paper Session

Saturday, Jan. 6, 2024 2:30 PM - 4:30 PM (CST)

Marriott Rivercenter, Grand Ballroom Salon C
Hosted By: American Finance Association
  • Chair: Dalida Kadyrzhanova, Federal Reserve Board

The Cost of Intermediary Market Power for Distressed Borrowers

Winston Dou
,
University of Pennsylvania
Wei Wang
,
Queens University
Wenyu Wang
,
Indiana University

Abstract

In the loan markets for distressed corporate borrowers, a few specialized lenders finance a large fraction of loans. Ultra-high yield spreads prevail even after removing the credit and liquidity-risk component. Borrowers are in desperate need of financing but face limited funding options, while specialized lenders have repeated syndication relations with restrained participation. We develop and estimate a dynamic game-theoretic model, accounting for strategic competition, endogenous collusion capacity, endogenous participation, and latent heterogeneity. Lender market power accounts for 74 - 92% of the risk-adjusted yield spreads, with a significant fraction attributable to collusion. Smaller borrowers are more susceptible to lender market power. Importantly, both specialized lenders and distressed borrowers would be worse off if collusion is completely prohibited, suggesting that vigorous antitrust policies can be efficiency retarding.

Resolving Financial Distress Where Property Rights are not Clearly Defined: The Case of China

Julian Franks
,
London Business School
Meng Miao
,
Renmin University of China
Oren Sussman
,
University of Oxford

Abstract

We use data on financially distressed Chinese companies in order to study a debt market where property rights are crudely defined and poorly enforced. To help with identification we use an event where a business-friendly province published new guidelines regarding the administration and enforcement of assets pledged as collateral. Although by no means a comprehensive reform of bankruptcy law or property rights, by instructing courts to enforce existing, albeit rudimentary, contractual rights the new guidelines virtually have significant impacts over borrowers. In particular, we find that for those titled borrowers, due to better enforced priority among creditors, are associated with significant increase in loan from secured creditors and decrease in loan from exploitative loan sharks, leading to debt concentration toward senior creditors. The better enforced priority also discouraged creditors from demanding early repayment and therefore eliminated creditor runs, increasing the likelihood of financially distressed companies surviving and reducing the probability of owners fleeing due to fear of violent collection by private loan sharks. We did not observe similar results in the control group of untitled borrowers or among borrowers located outside the jurisdiction of the reform. These changes illustrate how piecemeal reforms of property rights and their enforcement may have a significant impact on economic outcomes. Our analysis and results challenge the view that a fully fledged system of private property is a precondition for economic development.

After the Storm: Direct and Spillover Benefits from Disaster Loans to Small Businesses

Sabrina Howell
,
New York University
Benjamin Collier
,
Temple University
Lea Rendell
,
University of Maryland

Abstract

The increasing frequency and severity of natural disasters creates new imperatives to identify efficient and effective policies to aid recovery in the aftermath. One of the largest and longest running such programs globally is the U.S. disaster loan program, which offers businesses loans to repair physical damage following a disaster. This rapid injection of capital could catalyze firm survival and growth, with implications for the local community. However, more debt might not be helpful: The loans increase firm risk and come with an interest burden, could prop up ``zombie'' firms that should exit, and may crowd out private capital. We evaluate the causal effect of disaster loans using comprehensive administrative data tied to both financial and real outcomes between 2004 and 2020. Receiving a disaster loan has strong and persistent positive effects, reducing the chances of firm exit and increasing employment and revenue. The loans unlock additional, non-SBA private credit while also reducing delinquency and bankruptcy. The loans are more useful for firms and places that are more constrained and have more vulnerable populations. Finally, we find evidence of positive spillovers on the firm entry margin, but suggestive evidence of negative spillovers on incumbent neighbor firms. Overall, the loans appear to strongly benefit recipient firms and likely benefit the local economy as well.

Discussant(s)
Arthur Taburet
,
Duke University
Jacopo Ponticelli
,
Northwestern University
Raymond Kluender
,
Harvard University
JEL Classifications
  • G3 - Corporate Finance and Governance