Barclays Capital research pinpoints high implied vol on iTraxx Crossover
Barclays Capital’s ‘Credit volatility strategist’ points out that the implied volatility on the iTraxx Crossover is high compared to that on the CDX XO North American equivalent
CLOs
- Nassau joins delayed draw issuance wave 5 hours ago
- Another 2015 vintage US CLO gets refi 7 hours ago
- CSAM prices third new US CLO of the year 8 hours ago
- Blackstone chooses static structure for new European CLO 8 hours ago
- KKR prices its first new US CLO of 2024 8 hours ago