← Search

Journal of Banking & Finance Vol. 31 No. 12 2007

Liquidation triggers and the valuation of equity and debt

Dan Galai; Alon Raviv; Zvi Wiener

Hebrew University of Jerusalem

Abstract

Many bankruptcy codes implicitly or explicitly contain net-worth covenants, which provide the firm’s bondholders with the right to force reorganization or liquidation if the value of the firm falls below a certain threshold. In practice, however, default does not necessarily lead to immediate change of control or to liquidation of the firm’s assets by its debtholders. To consider the impact of this on the valuation of corporate securities, we develop a model in which liquidation is driven by a state variable that accumulates with time and severity of distress. We model a dynamic grace period for the liquidation event. Recent or severe distress events may have greater impact on the liquidation trigger. Our model can be applied to a wide array of bankruptcy codes and jurisdictions.

DOI
10.1016/j.jbankfin.2007.01.012
Volume
31
Issue
12
Pages
3604-3620
Language
en
Sources
openalex crossref bibtex:phds-export.bib

Cite