Clopremium > Blog > Basic Premium > EU CLOs: Implied Annual Default and Recovery Rates Incorporating Distressed and Trading Losses Basic PremiumEU CLOs: Implied Annual Default and Recovery Rates Incorporating Distressed and Trading LossesMarch 14, 2022posted on Mar. 14, 2022 at 8:39 amJuly 11, 2022For existing premium subscribers, please log in here.If you'd like to find out more about premium subscription, please submit the form below:Please enable JavaScript in your browser to complete this form.Name *FirstLastEmail *Comment or Message *CLO Research is committed to protecting and respecting your privacy, and we’ll only use your personal information to administer your account and to provide the products and services you requested from us. From time to time, we would like to contact you about our products and services, as well as other content that may be of interest to you. If you consent to us contacting you for this purpose, please tick below to say how you would like us to contact you:I agree to receive other communications from CLO Research.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. Submit Tags:Implied Default RatesCLO ResearchMarch 14, 2022previous articleUS CLO Managers: WARF and “Volatility” of Alphanext articleUS CLOs: Implied Annual Default and Recovery Rates Incorporating Distressed and Trading LossesLeave a reply You Might Also LikeBasic PremiumUS BSL CLO MVOC and Equity NAV Across All Tranches and VintagesCLO ResearchJanuary 19, 2026Basic PremiumUS BSL CLO Managers Ranked by MVOC (BB) as of January 16, 2026CLO ResearchJanuary 19, 2026Basic (Trial Access)Basic PremiumUS CLO Arbitrage — Little Room to BreatheCLO ResearchJanuary 17, 2026Basic (Trial Access)Basic PremiumUS CLOs: Implied AAA Levels in a Compressed Asset Spread EnvironmentCLO ResearchJanuary 16, 2026Recommended For YouUS CLOs: Implied Annual Default and Recovery Rates Incorporating Distressed and Trading LossesCLO ResearchMarch 14, 2022
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