Par building may not be enough to cure CLO test breaches, finds Nomura

Par building by CLO managers may not be enough to stave off the impact of recent defaults on overcollateralization test buffers, according to a research note from Nomura

TAGS: Nomura Default

View details on CLO-i: Jamestown CLO IV Mountain Hawk II

Comment by: Anonymous. Posted 8 years ago [2016-02-24 23:55:10]

Important observation ...