Calculating Returns in the Secondary Corporate Loan Market
5 Pages Posted: 16 Jul 2019
Date Written: July 15, 2019
This note describes in detail the methodology to calculate returns in the secondary corporate loan market. It is provided as a supplementary note to "The cross-section of expected returns in the secondary corporate loan market."
Keywords: loan trading, secondary loan market, loan return
JEL Classification: G10, G12, G12
Suggested Citation: Suggested Citation