Stepdowns give early deals exposure to 06 subprime, says Citigroup research
Citigroup’s latest ‘Global structured credit strategy’ report includes analysis of the exposure of early vintage ABS CDOs to 2006 vintage subprime RMBS
CLOs
- CVC joins short-dated trend for latest US CLO 6 hours ago
- CSAM gets happy ending as CLO 69 prices 6 hours ago
- European WAL test language is getting a little looser finds Dealscribe 6 hours ago
- New short-dated CLO brings triple-As down to 132bps 11 hours ago
- Oaktree makes it two new US CLOs this year 11 hours ago