CLOs lag loans by four to five points, calculates RBS
Despite the recent rally in CLO paper, CLO liability spreads remain wider than those on the underlying loans
CLOs
- Middle market portfolios aren't immune to rate stress, according to new research 2 days ago
- Sona prices CLO number two 2 days ago
- Another 2016 vintage CLO gets reset as Octagon stays busy 2 days ago
- Neuberger Berman resets 2016 vintage for second time 2 days ago
- Beach Point brings in tight price for third US CLO 2 days ago
Comment by: Anonymous. Posted 12 years ago [2011-05-20 00:45:48]