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  • It's all relative: senior CLO tranches tighten 18% in Europe as CDS indices sit out rally

    The corporate credit rally in January is notable because some assets tightened to levels not seen in over a decade (loans), others rallied albeit with a lag (CLOs) and the most liquid stream of credit (CDS indices) defied moves in other asset classes to widen

     

    3 years ago

  • Beneath the triple C: CLOs get their sneakers on as retailers run into bankruptcy
    July added further relief to CLO portfolios with the slowest rate of downgrades to triple C since March. US CLO portfolios faced downgrades of $2.18 billion to triple C while European portfolios faced just €59.13 million of such downgrades

    3 years ago

  • Beneath the triple C: April showers send buckets overboard
    Downgrade waves rocked the CLO market in April as Moody's and Standard & Poor's downgraded 135 corporate borrowers to triple C or below, from ratings above that level. The downgrades put CLOs in rough waters as $41.6 billion of such loans are prevalent in US CLOs while €5.64 are moored in European CLO portfolios – affecting 5.92% of the US market and 4.37% of the European market

    4 years ago

3 results found Showing page 1 of 1

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