European CLO equity outperforms single Bs amid high return dispersion: Bank of America

By Sam Robinson

Monday, December 12, 2022

European CLO returns have been negative across the capital structure this year, a research paper from Bank of America has found. Losses have been softened however due to an increasing three-month Euribor rate, high carry relative to corporates and relatively stable equity returns.

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TAGS: Europe Research CLO BofA

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