Privatization
Comparing contracts

Of the various means of privatizing the communist firm, give-aways spread ownership widely but perform poorly in introducing new management; competitive cash sales maximize investment in restructuring but raise interest rates if governments use privatization revenues for current expenditure; while `participation' contracts entitle the government to a fixed percentage of the firm's future profits in return for an equity endowment, which frees investors' funds for restructuring. In Discussion Paper No. 743, Dominique Demougin and Research Fellow Hans-Werner Sinn argue that the government's share in the risk of failure may also reduce potential investors' risk aversion, for which private markets are underdeveloped in the countries concerned. In their competitive auction model, a risk-neutral trust agency seeks to sell a firm to identical risk-averse investors, who specify an offer price under cash sales or the ownership fraction they require and the amount of equity they commit to invest under participation. If the government can monitor reorganization investment and enforce the commitment but has no voting rights, while all parties have identical beliefs about the cash flow resulting from a given volume of investment, the participation contract yields higher expected revenues than cash sales.
Demougin and Sinn also compare the performance of both schemes and of give-aways in stimulating private investment. If investors exhibit constant or increasing relative risk aversion, participation contracts normally yield more investment than give-aways. These results are also relevant for Germany, where capital and risk markets could in principle allow cash sales to work, since East Germans' poverty constrains their ability to borrow and creates excessive risk aversion, while the German stock market's chronic underdevelopment has impeded it from diversifying Treuhand risks.

Privatization, Risk-Taking, and the Communist Firm
Dominique Demougin and Hans-Werner Sinn

Discussion Paper No. 743, December 1992 (AM)