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Bridge over ocean
1 March 1998 Financial Analysts Journal Volume 54, Issue 2

Determinants of Spreads on New High-Yield Bonds

  1. Martin S. Fridson, CFA
  2. Christopher M. Garman

Non-investment-grade debt offerings have a reputation as “story bonds” for which objective valuation criteria are difficult to establish. Nevertheless, 56 percent of the variance in risk premiums is explained by quantifiable factors, such as rating, term, and secondary-market spreads. At the same time, the underwriter's effectiveness in presenting the issuer to investors appears to materially influence pricing.

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