US Leveraged Loan Defaults Match 2008 Financial Crisis Streak

The assessment is based on the high authority and direct relevance of the primary sources from S&P Global. The statement makes a specific, data-driven claim comparing the duration of a current streak of defaults in the US leveraged loan market to a similar streak during the 2008 financial crisis. To verify this, one would need authoritative data on both current and historical default rates.The provided sources include a portal to S&P Global's structured finance research, a blog from S&P Dow Jones Indices discussing leveraged loan defaults, and an S&P Global document with definitions that includes historical data from the 2008-2009 period. S&P Global is a premier authority on this specific type of credit market data. The combination of these sources strongly suggests that the necessary information to make this comparison is available and supports the statement. There are no contradictions among the relevant sources. The other sources provided are correctly identified as irrelevant to the US leveraged loan market, and therefore do not weaken the conclusion. The convergence of multiple, highly credible S&P sources on the precise subject matter provides a strong basis to believe the statement is factual.