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Credit default swaps stop fire sales
10 years ago
Companies with credit default swaps have more liquid bonds and tighter spreads than those that don’t because investors can hold their bonds after a downgrade -
Spotlight on CLO returns
12 years ago
Data submitted for the Creditflux CLO manager awards provides a valuable snapshot of the whole market -
The market where size matters
17 years ago
Who are the biggest cash CDO managers? It's an important question in a market where size brings advantages
3 results found Showing page 1 of 1
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