A note on the use of syndicated loan data

Isabella Müller, Felix Noth and Lena Tonzer

No 17/2022, IWH Discussion Papers from Halle Institute for Economic Research (IWH)

Abstract: Syndicated loan data provided by DealScan has become an essential input in banking research over recent years. This data is rich enough to answer urging questions on bank lending, e.g., in the presence of financial shocks or climate change. However, many data options raise the question of how to choose the estimation sample. We employ a standard regression framework analyzing bank lending during the financial crisis to study how conventional but varying usages of DealScan affect the estimates. The key finding is that the direction of coefficients remains relatively robust. However, statistical significance seems to depend on the data and sampling choice.

Keywords: DealScan; meta-analysis; scrutiny; syndicated lending (search for similar items in EconPapers)
JEL-codes: C50 G15 G21 (search for similar items in EconPapers)
Date: 2022
New Economics Papers: this item is included in nep-ban
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Working Paper: A Note on the Use of Syndicated Loan Data (2022)
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Persistent link: https://EconPapers.repec.org/RePEc:zbw:iwhdps:172022

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