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EU CLOs: Is Increased Trading Activity the Key to Capital Preservation?

To explore the relationship between trading activity and a deal’s MVOC performance, a sample of 95 EU CLO deals closed in 2021 was analysed. The study assesses how trading volume influences capital preservation by grouping deals into quartiles based on MVOC performance and examining the average annualised asset sale volume within each MVOC quartile (calculated…

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