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The Determinants of Up-Front Fees on Bank Loans to LDC Sovereigns

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Author Info
Issam Hallak

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Abstract

The paper explores the determinants of up-front fees on sovereign bank loans. Remuneration of bank loans is typically channelled through the floating interest benchmark, the interest spread, and a battery of fees. There is substantial evidence of the spread paying for long-run sovereign repayment capacity. Little is known, however, about the role of the fees paid up-front. Based on a uniquely extensive sample of LDCs sovereign loan contracts, this study provides substantial evidence of up-front fees capturing the costs due to the expected renegotiations and agency issues. This contradicts previous studies based on spreads only, predicting a pricing difference between public and private debt to LDCs sovereigns.

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Paper provided by University of Oxford, Department of Economics in its series Economics Series Working Papers with number 075.

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Date of creation: 2001
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Handle: RePEc:oxf:wpaper:075

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Related research
Keywords: sovereign debt syndicated loans up-front fees pricing design less-developed countries

Find related papers by JEL classification:
F34 - International Economics - - International Finance - - - International Lending and Debt Problems
G21 - Financial Economics - - Financial Institutions and Services - - - Banks; Other Depository Institutions; Mortgages

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    Other versions:
  6. Boehmer, Ekkehart & Megginson, William L, 1990. " Determinants of Secondary Market Prices for Developing Country Syndicated Loans," Journal of Finance, American Finance Association, vol. 45(5), pages 1517-40, December. [Downloadable!] (restricted)
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  13. Shockley, Richard L & Thakor, Anjan V, 1997. "Bank Loan Commitment Contracts: Data, Theory, and Tests," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 29(4), pages 517-34, November.
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  18. Gorton, Gary & Kahn, James, 2000. "The Design of Bank Loan Contracts," Review of Financial Studies, Oxford University Press for Society for Financial Studies, vol. 13(2), pages 331-64.
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