CLO equity returns suffer amid loan repricing wave, finds Nomura

CLO equity returns took a hit in January as increasing Libor and tightening loan spreads took their toll on CLO arbitrage, according to a research piece by Nomura

Register Free

Sign up to this free service allowing you access to selected news and feature articles plus a weekly email news bulletin

Already a registered user? Click here to login.

 

This is an online only service and is available free of charge. Creditflux reserves the right to terminate access to the site at any time.

TAGS: Nomura Clo performance Clo equity Citi Bank research

Comment by: Anonymous. Posted 15 days ago [2017-02-09 14:29:41]

Looks like Citibank called it ... good for them.