US BSL CLOs: Weekly Arbitrage Metrics and AAA Spreads
January 2, 2025
posted on
Asset spreads play a significant role in influencing AAA issuance spreads, though the relationship is not always perfectly linear due to factors such as the demand and supply of AAA notes. This article notes that current top-tier AAA levels, at approximately 124–126 bps, are elevated compared to historical norms.
For existing premium subscribers, please log in here.
If you'd like to find out more about premium subscription, please submit the form below:
