US CLOs: Investment Performance, Attribution, Risk Measure And Par Build/Burn (2017 deals)
US CLOs: Investment Performance, Attribution, Risk Measure And Par Build/Burn (2017 deals) A sample of 93 deals (managed by 52...
US CLOs: Investment Performance, Attribution, Risk Measure And Par Build/Burn (2017 deals) A sample of 93 deals (managed by 52...
US CLOs: Investment Performance, Risk Measure And Par Build/Burn (2017 deals) A sample of 93 deals (managed by 52 managers)...
US CLOs: Performance Attribution (With Deal Names) And Latest Arb Picture Of 2017 Deals A sample of 78 deals closed...
US CLOs: Performance Attribution And Latest Arb Picture Of 2017 Deals A sample of 78 deals closed in 2017 are...
Based on today's bwic colour, the two CGMSE CLO equity tranches (2014 vintage) registered around 14.7%-16.5% IRRs since inception. Notional IRR...
US CLO Liabilities Are Too Wide? The answer to this could be a long list of reasons, but please see...
US CLO Liabilities Are Too Wide? The answer to this could be a long list of reasons, but please see...
US CLO Equity: Loan Repricing Risk With an average of over 40% of loans quoted above par (2014-2020 BSL CLO...
US CLOs: CLO Debt Repayment Rate How quickly would CLO rated debt be paid down post reinvestment end date? It...
EU CLOs: CLO Debt Repayment Rate How quickly would CLO rated debt be paid down post reinvestment end date? It...
Time is an herb that cures all diseases. – Benjamin Franklin (23 Jan 2021) Managers: Number Of Deals With Failing...
Time is an herb that cures all diseases. – Benjamin Franklin (23 Jan 2021) Managers: Number Of Deals With Failing...
Mini-League Table Based On 2018 US CLO Investment Performance (With Interest Return and Risk Profile) The mini-league table below shows...
Mini-League Table Based On 2018 US CLO Investment Performance The mini-league table below shows the investment performance of 52 managers...
Mini-League Table Based On 2018 US CLO performance (With Risk Profile – Worse Alpha) The mini-league table below shows the...