From BB to Equity: CLO MVOC and Equity NAV

Among the 2012–2021 vintage deals, only 2.1% of EU CLO BB tranches show an MVOC below 100%, compared with 23% for US BSL CLOs. Coincidentally, around 26.1% of both US BSL and EU CLO deals report negative equity NAV.

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Tags:CLO Equity NAV MVOC

From BB to Equity: CLO MVOC and Equity NAV

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