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Credit investors find bright spots in gloomy outlook: Credit Rendezvous Q4 2022
1 year ago
Clouds are looming over financial markets as the fourth quarter begins — so investors are moving away from diversified approaches in favour of tailored investments and relative value plays -
Euro loans with FX hedging offer better value than US: Barclays
1 year ago
The big underperformance of European loans in June has left them looking cheap versus those in the US – but FX hedging and a nuanced selection process are advisable for investors looking to take advantage of that -
Credit Rendezvous: Pass masters
1 year ago
Most often, a credit market downturn has its roots mired in one big, blatant obstacle that credit managers have to focus their attention to overcome. But right now, it’s not the dominant risk factor that has to be defeated, it’s the sheer number of them... -
High yield / loan slowdown affects year-end projections and pricing: Barclays
2 years ago
A sharp decline in primary market activity means expectations for high yield bond and even leveraged loan issuance need to be lowered, say Barclays credit strategists. And that in turn has implications for relative value -
Lev loan index rule change proposed to meet Sofr switch
2 years ago
Leveraged loan index stakeholders are being asked for feedback on a proposal that would allow the inclusion of loans linked to Sofr and scrap a minimum spread rule -
Loans will be winners in bearish year for credit: BNP Paribas
2 years ago
Floating rate loans are best positioned for a year of widening credit spreads, but high yield bonds will outperform investment grade and EM credit is set for losses, says BNP Paribas in its 2022 outlook -
There's still time to pick up pennies in credit before steamroller arrives: BNP Paribas
2 years ago
Declining dealer inventories, rising fund cash balances, and a greater prevalence of hedging have added up to produce a credit market that is positioned too short, according to BNP Paribas strategists -
Credit Rendezvous: And breathe...
2 years ago
The unanimous verdict is that credit spreads will be moving wider – they have to. But the difficulty credit fund managers face is predicting when the next sell-off comes and how sharp it will be. In the Q3 instalment of Creditflux’s Credit Rendezvous, the over-riding message from portfolio managers is that there’s little point in taking on too much risk. The report features the views of prominent credit figures including Paul Horvath (Orchard), Himani Trivedi (Nuveen), Ronnie Jaber (Onex), Graham Rainbow (Alcentra) and Michelle Russell-Dowe (Schroders). The report looks at 14 segments of the market including CLOs, direct lending, leveraged loans, distressed debt and credit derivatives. -
It's all relative: CLO spreads explore record tights as credit indices hit impasse
3 years ago
CLO spreads are grinding to ever tighter levels, despite a flattish week for credit in which corporate credit indices have ended up more or less unchanged -
Sovereign wealth funds empower direct lenders
3 years ago
Sovereign wealth funds are turning toward the booming private credit market, with three massive partnerships formed this year -
Credit Rendezvous: record fiscal stimulus provides pick-me-up
3 years ago
Credit markets had a mini bounce-back in the second quarter as central banks poured cash into the economy. But there is great uncertainty about the effects of a second wave of coronavirus. As part of our quarterly report on credit - the Credit Rendezvous - Creditflux spoke to experts across 12 segments of the credit market -
CBAM plans expansion with new $60 million credit facility
4 years ago
CBAM has closed a $60 million credit facility to refinance a working capital facility to its parent company Eldridge Industries -
Prepayments pose reinvestment dilemma for CLO managers
4 years ago
CLO managers globally could be left sitting on piles of cash amid an uptick in loan prepayments. Standard & Poor’s reported that institutional US loan prepayments had hit $26 billion in July, and more recently some widely-held CLO names are set to return principal to lenders, with financial data provider Refinitiv US Holdings and Italian telecom operator Wind Tre taking this route. -
Europe and US diverge on covenant lite structures
4 years ago
Direct lending is syphoning away traditional loan supply -
Regulation stifles SRTs, but banks and investors revel in quarter-four outperformance
5 years ago
Over the course of 2018 there was roughly €6.5 billion of issuance in the market for significant risk transfer (SRT) deals, sources say, with the last three months understood to be the busiest quarter on record
15 results found Showing page 1 of 1
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