A Tale of Two Sets of EU CLO Deals: Fast vs Slow Post-RI Prepay
October 28, 2023
posted on
The next table displays the post-reinvestment (RI) end date prepayment rate ranges for 48 'equity-friendly' deals with less than 10% total prepayment rates during the first two years following the RI end date. Analysis of the median deals indicates that prepayment rates remained minimal in the first three years of the post-RI period.
For existing premium subscribers, please log in here.
If you'd like to find out more about premium subscription, please submit the form below: