Underlying Collateral Liquidity of US And EU CLOs
Underlying Collateral Liquidity of US And EU CLOs The table below summarised the underlying liquidity of both EU and US...
Underlying Collateral Liquidity of US And EU CLOs The table below summarised the underlying liquidity of both EU and US...
US CLOs: Investment Performance And Liquidity Score The graph below shows each deal's latest investment alpha and its LPC liquidity...
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...