Do Capital Asset and Labor Conditions Matter in Loan Pricing? Evidence From Capital and Labor Redeployability

Yangyang Chen, Jeffrey Ng, Chong Wang*

*Corresponding author for this work

Research output: Journal Publications and ReviewsRGC 21 - Publication in refereed journalpeer-review

1 Citation (Scopus)

Abstract

This article offers the novel insight that loan pricing is affected by the redeployability of borrowers’ capital assets and labor. We find that both capital and labor redeployability are negatively related to loan spread, suggesting that borrowers with higher redeployability enjoy more favorable loan pricing. This finding is consistent with redeployability promoting reduced cost stickiness and enhanced liquidity, which in turn reduces borrowers’ probability of default and lenders’ loan losses given default. Our cross-sectional test results reveal that the relation between redeployability and loan pricing is stronger for firms with more growth opportunities, which is consistent with lenders viewing redeployability as an important way to minimize potential loan losses from risky investments. Also, the relation between redeployability and loan pricing is weaker for loans with more stringent nonpricing terms, suggesting that strict terms may protect lenders and make redeployability less important in loan pricing. © The Author(s) 2024.
Original languageEnglish
Number of pages44
JournalJournal of Accounting, Auditing and Finance
DOIs
Publication statusOnline published - 6 May 2024

Funding

The author(s) received no financial support for the research, authorship, and/or publication of this article.

Research Keywords

  • capital redeployability
  • labor redeployability
  • loan pricing
  • cost stickiness
  • liquidity

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