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A Note on the Use of Syndicated Loan Data

Author

Listed:
  • Isabella Mueller
  • Felix Noth
  • Lena Tonzer

Abstract

Syndicated loan data provided by DealScan is an essential input in banking research to answer urging questions on bank lending, e.g., in the presence of financial or geopolitical 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 of 2007/08 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 depends on the data and sampling choice, and we provide guidelines for applied research.

Suggested Citation

  • Isabella Mueller & Felix Noth & Lena Tonzer, 2025. "A Note on the Use of Syndicated Loan Data," International Finance, Wiley Blackwell, vol. 28(3), pages 180-191, December.
    • Handle: RePEc:bla:intfin:v:28:y:2025:i:3:p:180-191
    DOI: 10.1111/infi.70005
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    JEL classification:

    • C50 - Mathematical and Quantitative Methods - - Econometric Modeling - - - General
    • G15 - Financial Economics - - General Financial Markets - - - International Financial Markets
    • G21 - Financial Economics - - Financial Institutions and Services - - - Banks; Other Depository Institutions; Micro Finance Institutions; Mortgages

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