The U.S. syndicated loan market: Matching data
介绍了一个用于无共同标识符数据集间链接的新软件包,应用于银团贷款研究的三个常用数据库,通过数据清洗和层级关系提升公司级匹配效果,并提供了公开的R工具包。
Abstract We introduce a new software package for determining linkages between datasets without common identifiers. We apply this to three datasets commonly used in academic research on syndicated lending: Refinitiv LPC DealScan, S&P Global Market Intelligence Compustat, and National Information Center Structure Data. We benchmark the results of our match using results from the literature and previously matched files that are publicly available. We find that company level matching is enhanced by careful cleaning of the data and considering hierarchical relationships. The R package for one of the company‐level matches can be found on GitHub and CRAN, which can be considered a general toolkit to match different firm‐level datasets with one another.