Basic Premium

Is the Post-FInancial Crisis Arbitrage US CLO Structure Too Conservative?

Is the Post-FInancial Crisis Arbitrage US CLO Structure Too Conservative? The term ‘arbitrage’ would suggest a pretty good average IRR at the CLO equity level but based on the observations of redeemed post-2012 US CLO deals (so far), their average CLO equity IRR was on the low side. Original and reset tranches of the fully…

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.