Multi-currency CLO continues to pay out big

By Doug Battersby

A CLO with a 50:50 split of assets between the US and Europe is performing more in line with US deals than European

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Comment by: Anonymous. Posted 10 years ago [2013-08-25 11:37:47]

I don't know the structure of this CDO, but it sounds interesting. I wonder what the effective currency risk is to each debt investor.