Mar 1, 2022 · In this study, we examine volatility persistence in the leverage loan market using data from Australia, Canada, Europe, Japan, Singapore the UK and USA using structural breaks/fractional integration methods.
Leveraged loans are high-risk, high-yield loans made to companies with lower credit ratings or higher levels of existing debt. These loans are typically used to finance mergers and acquisitions, leveraged buyouts, and other significant corporate transactions.
Fire-sale risk in the leveraged loan market - ScienceDirect
Dec 1, 2022 · In this paper, we examine the transmission of idiosyncratic shocks, such as the default of a small number of borrowers, to the overall leveraged loan market via CLOs.
Oct 29, 2026 · Our coverage of over 1,200 US and 600 European borrowers enables transparent, cross-industry comparisons in the leveraged finance space. The Corporates Scorecard is a sector-based credit scoring tool that brings Fitch Ratings’ analytical rigor directly into your workflow.
Despite subdued M&A activity, growth of the leveraged loan market accelerated to the fastest annual growth rate since late 2022 and reached a new record, expanding to $1.5 trillion outstanding as of Q2’25.
Leveraged Loans Are Next to Face Higher-for-Longer Test (1)
Apr 18, 2024 · The US leveraged loan market, as yet unruffled by the shift to a higher-for-longer view on interest rates, may soon join in the pain being felt in other asset classes. The floating-rate investments, which typically lag behind other assets, have delivered returns of 2.69% so far this year.