The secured credit premium and the issuance of secured debt

A-Tier
Journal: Journal of Financial Economics
Year: 2022
Volume: 146
Issue: 1
Pages: 143-171

Score contribution per author:

1.341 = (α=2.01 / 3 authors) × 2.0x A-tier

α: calibrated so average coauthorship-adjusted count equals average raw count

Abstract

Credit spreads for secured debt are lower than for unsecured debt, especially when a firm's credit quality deteriorates, the economy slows, or average credit spreads widen. Yet investment-grade firms tend to be reluctant to issue secured debt at all times. In contrast, we find that for firms that are rated below investment grade, the likelihood of secured debt issuance increases as firm credit quality deteriorates, the economy slows, or average credit spreads widen. This differential pattern of issue behavior is consistent with highly rated firms seeing unencumbered collateral as a form of insurance, to be used only in extremis.

Technical Details

RePEc Handle
repec:eee:jfinec:v:146:y:2022:i:1:p:143-171
Journal Field
Finance
Author Count
3
Added to Database
2026-01-25