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Boutique US CLO manager prices triple As at 125bp
6 years ago
A firm, which debuted in CLOs back in 2015, seems to have acquired a strong investor following -
Natixis wraps up busy week to price $610 million CLO for new client
6 years ago
Natixis has priced a new CLO for a large US manager, which has typically rotated between BAML and Citi for its CLO issuance -
Junior CLO spreads tighten as Halcyon prices new European CLO
6 years ago
While spreads at the top of the capital structure have edged wide of 90bp in recent weeks, a new Halcyon European CLO indicates there is strong demand for lower-rated notes -
CLO triple-As hit 132bp as Citi prices $611 million deal
7 years ago
CLO spreads tightened further today, as Citi secured a 132bp senior print for a new issue deal. Further down the structure, the double-B tranche priced at the tightest level seen since June 2015 -
Deutsche Bank prices $1.2 billion in CLOs in one day
7 years ago
Deutsche Bank has made a big entrance into the 2017 CLO market after pricing $1.2 billion in a single day -
Up-and-coming US credit manager produces its second CLO
8 years ago
A credit manager has defied tough conditions in the US primary CLO market to launch a $358 million deal -
Few investors believe risk retention has helped the CLO market
8 years ago
Risk retention is a tick-box exercise, not something investors have been demanding, says Axa structured finance head -
GSO's Carador merges portfolios after delving into secondary
11 years ago
GSO’s Carador Income has announced that its $125 million US Class C shares will be merged into its existing US share based on the end of October NAVs -
Tweaking Archimedes to find tail risk
11 years ago
Natalia Puzanova describes a new way of constructing hierarchical Archimedean copulas which ensures that sampling is straightforward and that tail risk is not underestimated -
Credit market snapshot: credit ends week tighter
11 years ago
Credit opens new week by continuing to move tighter -
Citi leads as CLO issuance trebles
12 years ago
2011 will be remembered as the year that structured credit finally re-emerged after the credit crisis. Overall, $12.9 billion was issued, compared to $4.3 billion in 2010 -
Stress testing your cocos
12 years ago
Joao Garcia and Nicola Pede look at how to value cocos and argue that the valuation model should cater for related equities and CDS being stressed by a systemic event -
Secondary CLO market sees soaring bids in afternoon flurry
13 years ago
A whole host of original double B rated CLO paper was on the market yesterday -
Bank makes gain on sale of CLOs
14 years ago
An Asian bank discloses that it was a big seller of CLOs in the fourth quarter of last year -
BA tightens ahead of merger announcement
14 years ago
Credit spreads on British Airways tightened sharply yesterday on speculation, confirmed this morning, that the UK airline plans to merge with Iberia of Spain -
Dealers settle Idearc CDS and LCDS auctions
15 years ago
Dealers took part in an auction to settle credit derivative trades referencing Idearc yesterday. -
New credit write-downs add to RBS woes
15 years ago
Royal Bank of Scotland disclosed £2.6 billion ($3.8 billion) of new credit-related write-downs as it unveiled its full year results, taking its tally of write-downs for the whole of 2008 to £9.4 billion before CDS hedges -
New figures point to sharp fall in CLO performance
15 years ago
CLO performance has deteriorated rapidly in recent weeks, according to analysts, as mounting defaults and downgrades has put pressure on overcollateralisation (OC) ratios -
Defaults increase more than 40-fold in 2008
15 years ago
The amount of defaults soared in 2008 to 44 times the amount in 2007 in terms of outstanding debt -
iTraxx indices widen amid mixed financial results
15 years ago
Writedowns still the mover in financial CDS. -
Liquidators seize Basis Capital bank documents, reports Sydney Morning Herald
16 years ago
The Sydney Morning Herald reports that rovisional liquidators for the Basis Alpha Yield hedge fund have won a New South Wales Supreme Court order for five investment banks in Australia to hand over all documents they have in relation to the fund's dying days -
Special report: Dealers embrace the fine art of delta-hedging
20 years ago
Special report: Dealers embrace the fine art of delta-hedging
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