Template-Type: ReDIF-Paper 1.0
Series: Tinbergen Institute Discussion Papers
Creation-Date: 2022-09-16
Number: 22-064/IV
Author-Name: Isabella Müller
Author-Workplace-Name: Halle Institute for Economic Research
Author-Name: Felix Noth
Author-Workplace-Name: Otto-von-Guericke University Magdeburg

Author-Name: Lena Tonzer
Author-Workplace-Name: Vrije Universiteit Amsterdam
Title: A Note on the Use of Syndicated  Loan Data

Abstract: Syndicated loan data provided by DealScan is an essential input in banking research. 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.
Classification-JEL: C50, G15, G21
Keywords: Syndicated Lending, DealScan, Scrutiny, Meta-Analysis
File-URL: https://papers.tinbergen.nl/22064.pdf
File-Format: application/pdf
File-Size: 2.498.064 bytes
Handle: RePEc:tin:wpaper:20220064