The tables below show the MVOC (AAA-B) and EQ NAV of US BSL CLO and EU CLO deals* by vintage based on asset prices as of 10 Feb 2023. MVOC Market Value Over-Collateralisation (MVOC), for instance, at the BBB tranche level, is calculated by dividing the collateral MV by the sum of CLO liabilities (AAA…
Tags:MVOC