Hi All,

I urgently need for help regarding a research I am currently doing.

I have a panel data set of syndicated loan transactions corresponding to lenders and borrowers.

I have a total loan amount, and a % amount of that loan retained by lead arranger (bank).

How can I construct a variable corresponding to the reputation of that lead arranger by calculating the market share of the lead arranger with respect to total amount of lending in that year?

​More precicely, I need help to calculate:

1. For each year the market share of the top 200 arrangers in total syndicated loan market. For a loan in year t, add the market shares in year t-1 of all arrangers of that loan.
2. Consider only the top 100 most reputable lead arrangers.
3. Consider top 20 lead arrangers.


I would really appreciate your help !

Please let me know if you need more clarification!


Thanks in advance !


Regards,

Tomas