Closing Comments on Section I
The corporate debt markets have many layers of information and some glaring gaps in data, which make analytics challenging. From the number of debt issues outstanding, to the level of detail required for the description of the debt instrument, to the various measures of yield and the underlying credit metrics, there are numerous data points needed to analyze these markets. Additionally, there is spotty pricing data. All of this combines to add significant complexity in using and developing analytics in the market.
Most of these degrees of difficulty are even greater in the bank loan markets. Disclosures vary greatly for each transaction and terms can change on loans (with the approval of holders) with little or no ...
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