How Much Tighter Can the US BSL CLO AAA-BB Pricing Differential Get?
How Much Tighter Can the AAA-BB Pricing Differential Get?
How Much Tighter Can the AAA-BB Pricing Differential Get?
Since mid-July 2022, when 3M EURIBOR moved into positive territory and began its upward trajectory, the EU CLO primary and...
Since mid-July 2022, when 3M EURIBOR moved into positive territory and began its upward trajectory, the EU CLO primary and...
The table below presents the discount margin differential pricing for 2.0 CLO AAA–BB tranches by vintage. Evidently, based on a sample of non-short-dated deals with available discount margin data, 2024 emerged as the year with the narrowest AAA–BB pricing differential.
