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Widening asset/liability gulf will hurt CLOs: Barclays
1 year ago
A mismatch between CLO asset / liability rate risk is increasing in the US as more leveraged loan issuers opt for one-month pay frequency, Barclays credit strategists have found -
Manager selection stakes are heightening as CLO pain points intensify: Barclays
1 year ago
CLOs’ slump in market value and piling of distressed assets have made differentiation between managers much more acute on key metrics, regionally and by vintage, according to Barclays credit strategists -
Hidden loan tail risks and mounting single B exposure could pose problem for CLOs: Barclays
2 years ago
A solid rally for leveraged loans this week - against returning weakness in bonds - has put focus back on the market, which seemingly has little tail risk priced in. But short term support factors and a dwindling triple C bucket mask the quality skew, warn Barclays strategists in a note today - which could spell downgrades for single-B minus rated loans
3 results found Showing page 1 of 1
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