US BSL CLO Managers: Rankings Based on MVOC (BB)
A sample of 1,523 US BSL CLO deals (vintage 2013–2023) is included in this study. Deals with a collateral pool...
A sample of 1,523 US BSL CLO deals (vintage 2013–2023) is included in this study. Deals with a collateral pool...
Market Value Over-Collateralization (MVOC), for instance, at the BB tranche level, is calculated by dividing the collateral market value (MV) by the sum of CLO liabilities (AAA to BB). MVOC is a crucial point-in-time metric for pricing CLO-rated tranches, closely monitored by primary and secondary market participants.
A sample of 1,546 US BSL CLO deals (vintage 2013–2023) is included in this study. Deals with a collateral pool...
A sample of 496 EU CLO deals (vintage 2013–2023) is included in this study. Deals with a collateral pool factor below 60% are excluded. Market Value Over-Collateralization (MVOC), for instance, at the BB tranche level, is calculated by dividing the collateral market value (MV) by the sum of CLO liabilities (AAA to BB). MVOC is a crucial point-in-time metric for pricing CLO-rated tranches, closely monitored by primary and secondary market participants. If you’re curious to explore our premium insights or would like a personal walkthrough of the website via Zoom, feel free to reach out at info@clopremium.co.uk.
A sample of 1,557 US BSL CLO deals (vintage 2013–2023) is included in this study. Deals with a collateral pool...
A sample of 496 EU CLO deals (vintage 2013–2023) is included in this study. Deals with a collateral pool factor...
