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.
The persistence of top-tier performance, with findings suggesting that leading managers tend to remain top-tier rather than rotating frequently, as is sometimes assumed
Vintage-level dispersion in adjusted WAS, incorporating WAP and par losses.
The three key quantitative metrics, alongside qualitative assessment, used in CLO manager due diligence, and the limitations of these metrics
Performance assessment from the senior, mezzanine and equity perspectives
