Freemium

Analyzing Price Buckets Below 80/70/60 for CLO Underlying Collateral: Assessing Tail Risk

When looking at median <70 and <60 price bucket metrics, EU CLOs fare better than US CLOs across all vintages. This suggests that EU CLOs may have a lower overall risk profile when it comes to assets that are at a higher risk of default or suffering losses.

This content is for Freemium members only.
Login Join Now