Does Borrowing from Banks Cost More than Borrowing from the Market?

A-Tier
Journal: Journal of Finance
Year: 2020
Volume: 75
Issue: 2
Pages: 905-947

Score contribution per author:

4.022 = (α=2.01 / 1 authors) × 2.0x A-tier

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

Abstract

This paper investigates the pricing of bank loans relative to capital market debt. The analysis uses a novel sample of loans matched with bond spreads from the same firm on the same date. After accounting for seniority, lenders earn a large premium relative to the bond‐implied credit spread. In a sample of secured term loans to noninvestment‐grade firms, the average premium is 140 to 170 bps or about half of the all‐in‐drawn spread. This is the first direct evidence of firms' willingness to pay for bank credit and raises questions about the nature of competition in the loan market.

Technical Details

RePEc Handle
repec:bla:jfinan:v:75:y:2020:i:2:p:905-947
Journal Field
Finance
Author Count
1
Added to Database
2026-01-29