Basic Premium

EU CLO Deal Performance: Vertical Strip or Horizontal Slice?

EU CLO Deal Performance: Vertical Strip or Horizontal Slice? A sample of 218 EU deals (vintage 2015–2019) is included in this study. The benchmark loan index used is the S&P European Euro Denominated Loan Index. Please see the table below the average investment performance of EU CLO deals categorised by their risk retention option (vertical…

For existing premium subscribers, please log in here

If you like to find out more about premium subscription, please submit the form below:

You can unsubscribe from these communications at any time. For more information on how to unsubscribe, our privacy practices, and how we are committed to protecting and respecting your privacy, please review our Privacy Policy.

By clicking submit below, you consent to allow CLO Research to store and process the personal information submitted above to provide you the content requested.