How are ESG EU CLO Deals Performing Relative to Non-ESG Deals? A sample of 41 EU CLO deals closed from July 2019 to Jan 2020 is included in this study. The benchmark loan index used is S&P European Leveraged Loan Index. EU CLOs (Closed from July 2019 to Jan 2010)Alpha (Total annualised)Alpha (MV)Alpha (Interest)Annualised par…
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