October 2024: Summary of CLO Research Insights
It might be assumed that managers with higher Weighted Average Spreads (WAS) tend to carry a higher collateral risk profile...
It might be assumed that managers with higher Weighted Average Spreads (WAS) tend to carry a higher collateral risk profile...
As of September 30, 2024, the latest arbitrage metric was recorded at 226 bps. In fact, the arbitrage metrics have...
August 2024: Summary of CLO Research Insights
A total of 463 EU CLO deals have either already passed their non-call period or will do so by the...
As of 28 June 2024, the US BSL CLO arbitrage metric was recorded at 223 bps, which is now in...
May 2024: Summary of CLO Research Insights
