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- Direct lending (2)
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- CLO (9)
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- Leveraged loans (3)
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"When the US market gets legislation it does not like, people sue..."
1 year ago
The difference between Americans and Europeans in regards to CLOs -
We’ll get through this awkward patch
1 year ago
Wide liabilities have made pricing CLOs trickier in the past few months. But speakers at Creditflux’s CLO Symposium were optimistic that the arbitrage is OK — so long as you can place those triple As -
Past returns: Insurers weigh CLO barbell trade to fight Solvency II
2 years ago
Five years ago in Creditflux we reported that insurers in Europe were putting on a CLO barbell trade in reaction to Solvency II regulations which came into effect in January 2016 -
Points up front: Risk retention gets less than 5% of airtime
2 years ago
In a sign of how buoyant the CLO market is, risk retention was hardly mentioned at Creditflux’s CLO Symposium. Milbank partner John Goldfinch gave a self-deprecating assessment... -
"Do not rush to set up a check-box approach with negative screening and start de-investing"
2 years ago
Instead of rushing through an ESG framework, asset managers need to adopt a long- and short-term approach -
It takes just a few CLO collateral managers selling into the distressed community to start cracks forming
3 years ago
It is becoming increasingly clear that CLO collateral managers need to improve their collaboration efforts in distressed situations -
New accounting rules could be the axe that decapitates zombie credits
Weak borrowers are likely to be hit as lenders start accounting for expected losses4 years ago -
Past Returns: German direct lending’s overhaul
4 years ago
In Creditflux five years ago we reported on German fund managers campaigning against regulations which dictated that funds require a banking licence to act as direct lenders. In 2016 they got their way as the German Banking Act stipulated that the banking licence requirement would not be imposed if a direct lender was authorised under the Alternative Investment Fund Managers Directive. -
What price lender integrity if myriad interpretations mean nobody knows where they stand?
4 years ago
Net short language is seeping into loan documentation. The problem is that some funds may not know their net position -
The resolution of narrowly tailored credit events is a leap forward for the CDS market
4 years ago
Isda is replacing the mechanistic determination of a failure-to-pay credit event with a more subjective rule -
They said it: I dedicated eight years of my life to it - so yes!
5 years ago
European Banking Authority principal policy advisor Christian Moor is asked whether the creation of the Simple, Transparent & Standardised label has been worth the effort -
Past returns: KKR CLO was sign of things to come
5 years ago
Five years ago in Creditflux, we reported on KKR Credit pricing a US CLO that complied with European risk retention rules, in what was believed to be one of the first deals of its kind -
They said it: regulators are using The Big Short as their frame of reference
5 years ago
The LMA’s Nicholas Voisey describes why it’s difficult to campaign for the European loan market -
Past returns: Europe's own risk retention rewrite
6 years ago
Five years ago we reported that European CLO managers were hunting for partners to retain risk retention on their behalf. Shortly after, regulators performed a U-turn (nothing new here) and decided to prohibit third parties from acting as risk retainers
14 results found Showing page 1 of 1
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