European QE closure heralds volatility, credit dispersion – and mezz tranche opportunities
The European Central Bank’s decision to end its quantitative easing programme by year-end spells the return of sharp volatility bouts in credit markets and greater dispersion of spread performance at the wider end of the spectrum, sell-side officials have warned
This article is available only to Creditflux subscribers and free trial users within 30 days of publication.
Already a subscriber? Not logged in? Click here to login.
This trial will give you:
- 4-weeks' free online access to our
most recent subscriber-only articles
- Daily breaking news alert sent by email
- A print copy of Creditflux
If you currently have a free trial, you will see this message when you try to view articles older than 30 days.
- Euro CLO round-up: Spire and CVC take roads less travelled 2 days ago
- Och-Ziff adds structured credit specialist to team in New York 2 days ago
- CVC becomes first large CLO manager to price short two-year reset in Europe 3 days ago
- Crossover sell-off risks heightened after Brexit vote, says BNP Paribas 3 days ago
- Behave yourselves: EBA policy advisor warns against misuse of securitisation rules 3 days ago
- CDS lives to bring more fights as it steers past Ziggo and Sears 9 days ago
- CLO market holds breath as Japan risk retention looms 10 days ago
- Creditflux and Debtwire launch European direct lending report 10 days ago
- Equity investors eye resets as they focus on 2014 CLOs 10 days ago
- SEC proposal could strengthen BDCs’ power to purchase funds 10 days ago