Search Results - subject:"leveraged loan"

Developing an enhanced proxy benchmark for the private debt market

Lee, Seung Kul; Kim, Hohyun - In: International Journal of Financial Studies : open … 13 (2025) 3, pp. 1-17

Institutional investors increasingly value alternative assets in strategic asset allocation, with private debt emerging as a key asset class. However, its shortage of market history has hindered the development of standardized proxy benchmarks. For that, many institutional investors still do not...

Persistent link: https://www.econbiz.de/10015457421

Leveraged loans : is high leverage risk priced in?

Newton, David P.; Ongena, Steven; Xie, Ru; Zhao, Binru - In: International journal of banking, accounting and … 15 (2025) 1/2, pp. 120-138

Persistent link: https://www.econbiz.de/10015453525

Institutional investors, the dollar, and U.S. credit conditions

Niepmann, Friederike; Schmidt-Eisenlohr, Tim - In: Journal of financial economics 147 (2023) 1, pp. 198-220

Persistent link: https://www.econbiz.de/10013546056

Fire-sale risk in the leveraged loan market

Elkamhi, Redouane; Nozawa, Yoshio - 2020

borrowers to systemic risk in the leveraged loan market …

Persistent link: https://www.econbiz.de/10012504216

Leveraged loans: is high leverage risk priced in?

Newton, David P.; Ongena, Steven; Xie, Ru; Zhao, Binru - 2020

-originated loans. Using a novel dataset from 2011 to 2019, we show that leveraged loan spreads have declined rapidly for nonbank … facilities relative to bank facilities since the introduction of the 2014 Interagency Clarification. The decline in leveraged … loan spreads is significant for highly leveraged borrowers, especially when term loans are involved. We further demonstrate …

Persistent link: https://www.econbiz.de/10012420989

Institutional investors, the dollar, and U.S. credit conditions

Niepmann, Friederike; Schmidt-Eisenlohr, Tim - 2019

This paper documents that an appreciation of the U.S. dollar is associated with a reduction in the supply of commercial and industrial loans by U.S. banks. An increase in the broad dollar index by 2.5 points (one standard deviation) reduces U.S. banks' corporate loan originations by 10 percent....

Persistent link: https://www.econbiz.de/10012004720

Earnings-based borrowing constraints & corporate investments in 2007-2009 financial crisis

Kariya, Ankitkumar - In: The journal of corporate finance : contracting, … 75 (2022), pp. 1-24

Persistent link: https://www.econbiz.de/10013383474

Global Investors, the Dollar, and U.S. Credit Conditions

Niepmann, Friederike; Schmidt-Eisenlohr, Tim - 2018

Persistent link: https://www.econbiz.de/10011932038

Global investors, the dollar, and U.S. credit conditions

Niepmann, Friederike; Schmidt-Eisenlohr, Tim - 2018

Persistent link: https://www.econbiz.de/10011922169

Modeling recovery rate for leveraged loans

Chen, Xiaowei; Wang, Gang; Zhang, Xiangting - In: Economic modelling 81 (2019), pp. 231-241

Persistent link: https://www.econbiz.de/10012202014