This study examines a sample of 218 deals from 2015 to 2019, utilising the Morningstar European Euro-Denominated Loan I This study examines a sample of 218 deals from 2015 to 2019, utilising the Morningstar European Euro-Denominated Loan Index as the benchmark loan index. Prior to the pandemic, EU CLO managers demonstrated strong performance, registering an…
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