The table below shows the latest number of post-2012 US CLO deals that have failed at least one of the key tests – interest diversion, overcollateralization, or interest coverage tests – broken down by vintage.
The table below shows the latest number of post-2012 EU CLO deals that have failed at least one of the key tests – interest diversion, overcollateralization, or interest coverage tests – broken down by vintage.
The following table provides a summary of the cumulative CLO equity distributions for 140 deals that have experienced failure in one or more of the crucial tests, namely interest diversion, overcollateralization, or interest coverage tests. Approximately three-fourths of these 140 deals have cumulative equity distributions of less than 100%.
The table below shows the latest number of post-2012 CLO deals that have failed at least one of the key tests – interest diversion, overcollateralization, or interest coverage tests – broken down by vintage.
Please see the table below for the latest list of US CLO deals (post-2012) with failing ID/OC/IC test(s). Quite a...
The table below shows the latest number of post-2012 US CLO deals that have failed at least one of the...
