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We understand why the NAIC is open to a new framework
6 days ago
The NAIC is right to tread carefully as it looks to protect its members from ratings arbitrage -
"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 -
The CMBS talf proposal is simple and effective. A similar approach for CLOs would be welcomed
3 years ago
It’s great that government is trying to boost securitisations, but they’re missing the mark for CLOs -
Regrettably, a small number of CLO debt investors insist on ‘hardcoded’ Sofr replacement provisions
4 years ago
Sofr looks like the most likely candidate to replace Libor, but it is still risky to write it into CLO documentation -
Japanese investors must confirm assets are appropriate... CLO managers can provide assurances
5 years ago
The stipulation that Japanese banks invest in appropriately formed assets is unlikely to hurt the CLO industry -
Past returns: Bond buckets are pipedreams, right?
5 years ago
Five years ago in Creditflux we reported that Webster Bank’s CLO tranche investor Francis Mitchell had created a working group in response to the Volcker rule determining that regional banks could no longer invest in CLOs with bond buckets -
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 -
They said it: CLO managers are a generous sort
6 years ago
With US risk retention set to be repealed, one CLO equity investor is convinced that managers will readily return 'risk retention capital' to investors -
Market is always wrong on effect of CLO rule changes
6 years ago
Risk retention has made little difference to the CLO industry. And it’s disappearance will similarly have little impact
16 results found Showing page 1 of 1
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