The tables below show the MVOC (BB-B) and EQ NAV metrics of US BSL CLO deals* and EU CLO deals* by vintage based on asset prices as of 09 Sep 2022. CLO MVOC (BB–B) Market Value Over-Collateralisation (MVOC), for instance, at the BB tranche level, is calculated by dividing the collateral MV by the sum…
Tags:MVOC