I’m pleased to be moderating at the Structured Credit Investor CLO 100 event on 4 March in London.
Specifically, I will be moderating the sessions on CLO manager dispersion and manager and portfolio tiering. I believe these topics will be particularly relevant in the current climate.
It will be great to see familiar faces and make new connections at the event this week. The link to the event can be found here.
https://www.events-sci.com/clo100-2026
Hope to see you there.
Some of the topics I am looking to explore include:
CLO Research findings based on MVOC analysis, which suggest that top-tier managers tend to remain top-tier, rather than rotating frequently as is sometimes assumed
Vintage-level dispersion in portfolio-adjusted WAS
The three key quantitative metrics, alongside qualitative assessment, used in CLO manager due diligence
Performance assessment from the senior, mezzanine and equity perspectives
