Fitch: Energy, Metals/Mining Defaults Hit Leveraged Loans
The energy and metals/mining sectors comprised just 7% of outstanding leveraged loans at 1H15 compared with 23% of outstanding high yield bonds.
'Walter and Alpha affect the default rate for both loans and bonds, but the lower loan exposure of energy, metals/mining has this year's overall rate heading toward 1.5%-2% for loans versus 2.5%-3% for bonds,' said Eric Rosenthal, Senior Director of Leveraged Finance.
In addition, there are a handful of companies that could default before the end of the year and have over \\$1 billion of outstandings in institutional loans in a few sectors, including energy.
At end-June 2015, the institutional leveraged loan market stood at \\$916 billion. The year-to-date default rate was 1%, in line with Fitch's estimate of 1.5%-2% by year-end.
On a trailing 12-month (TTM) basis, the leveraged loan default rate at end-June was 1.4%. For energy alone, the TTM rate was 3.5%, while the metals/mining sector came in at 4.5%.
The gaming sector continues to top the charts for leveraged loan default volumes with a TTM rate of 12.2% due to Caesars Entertainment Opco's January bankruptcy.
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