easy · Private Credit & Debt loan-structures-instruments

A fund manager is valuing a senior loan to a private mid-market manufacturer. There are no public prices for this loan, and the valuation relies on a discounted cash flow model using unobservable inputs like the company's specific credit spread.

Under ASC 820, how is this asset categorized?

  1. Level 2
  2. Level 3
  3. Level 4
  4. Level 1

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