Basic Premium

2021 US Deals: First Reported Portfolio Margin vs Modelled Margin

2021 US Deals: First Reported Portfolio Margin vs Modelled Margin Given that CLO deals can be priced to perfection, the underlying modelled collateral spreads (at inception) are important for equity investors as these modelled spreads are key in determining CLO equity tranche issue prices. If a deal were to report a much lower first reported…

For existing premium subscribers, please log in here

If you like to find out more about premium subscription, please submit the form below:

You can unsubscribe from these communications at any time. For more information on how to unsubscribe, our privacy practices, and how we are committed to protecting and respecting your privacy, please review our Privacy Policy.

By clicking submit below, you consent to allow CLO Research to store and process the personal information submitted above to provide you the content requested.