US CLO Managers: Relationship Between Par Build and MV Alpha
US CLO Managers: Relationship Between Par Build and MV Alpha A sample of 309 deals (closed between 2016 and 2019)...
US CLO Managers: Relationship Between Par Build and MV Alpha A sample of 309 deals (closed between 2016 and 2019)...
US CLOs: Latest Arb Returns by Vintage A sample of 417 deals (2016–2020 vintage) is included in this study.The arbitrage...
“There are three things extremely hard: steel, a diamond, and to know one's self.” ― Benjamin Franklin US CLO Managers:...
Seasoned US CLO Managers Who Score Well from the Latest Arbitrage Returns Standpoint A sample of 273 US CLO deals...
It's not that I'm so smart, it's just that I stay with problems longer. – Albert Einstein (16 March 2022)...
League Table: US CLO Managers' MV Alpha A sample of 358 deals (closed between 2016 and 2019) managed by 85...
Everything should be made as simple as possible, but not simpler. – Albert Einstein US CLO Managers: Total/MV/Interest Alpha Trends...
US CLOs: Implied Annual Default and Recovery Rates Incorporating Distressed and Trading Losses What default rates and recovery rates should...
EU CLOs: Implied Annual Default and Recovery Rates Incorporating Distressed and Trading Losses What default rates and recovery rates should...
US CLO Managers: WARF and Volatility of Alpha A sample of 270 US CLO deals (closed between 2016 and 2018) is...
"Common sense is the collection of prejudices acquired by age eighteen." – Albert Einstein US CLO Managers: WARF and Volatility of...
EU CLO Managers: WARF and Volatility of Alpha A sample of 145 EU CLO deals (closed between 2015 and 2018) is...
EU CLOs: Latest Performance Attribution of 41 Seasoned Managers A sample of 196 deals (2015–2019 vintage deals) is included in...
EU CLOs: Latest Performance Attribution of 41 Seasoned Managers A sample of 196 deals (2015–2019 vintage deals) is included in...
US CLO Managers: Total/MV/Interest Alpha Trends since Jan 2020 A sample of 363 deals (2016–2019* vintage deals) managed by 86...