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URL :  The U.S. Syndicated Loan Market: Matching Data
Author : Various Authors
Detail : 2018| PDF | 668 Kb | 26 pages

eBook License: Public Access from https://www.kansascityfed.org/publications/research/rwp/articles/2018/us-syndicated-loan-market-matching-data


We introduce a new software package for determining linkages between datasets without common identifiers. We apply these methods to three datasets commonly used in academic research on syndicated lending: Refinitiv LPC Deal Scan, the Shared National Credit Database, and S&P Global Market Intelligence Compustat. We benchmark the results of our match using results from the literature and previously matched files that are publicly available. We find that the company level matching is enhanced by careful cleaning of the data and considering hierarchical relationships.

For loan level matching, a tailored approach based on a good understanding of the data can be better in certain dimensions than a more pure machine learning approach. The R package for the company level match can be found on Github at https://github.com/seunglee98/fedmatch (From Author)

eBook Contents

Introduction – Syndicated Loan Data Sources – Methodology - DealScan–Compustat Match - Incorporating Hierarchical Information - SNC–DealScan Match - Conclusion
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