With respect to the various tests required under the CLO indenture, the CLO passed all of the collateral and coverage tests, but failed one portfolio percentage limitation test, which relates to ...
Simply sign up to the Exchange traded funds myFT Digest -- delivered directly to your inbox. CLO ETFs have exploded in popularity over the past couple of years, with aggregate assets across the ...
Analysis by a US standard-settings body estimates that collateralised loan obligations (CLOs) held by insurers could suffer losses of up to 7.2%, equal to around $6.9 billion, under a tough stress ...
NEW YORK, Jan 10 (LPC) - The first auction for Collateralized Loan Obligation (CLO) tranches with an embedded repricing feature is scheduled for later this month, a test for the structure that is ...
NEW YORK--(BUSINESS WIRE)--Kroll Bond Rating Agency (KBRA) releases research on commercial real estate (CRE) collateralized loan obligation (CLO) performance during the pandemic. CRE CLOs came of age ...
July 06 - Standard & Poor's Ratings Services' latest European CLO Performance Index Report highlighted several changes in performance metrics in March 2012. Most notably, all of the European CLO ...
With respect to the various tests required under the CLO indenture, the CLO passed all of the collateral and coverage tests as of 2 April 2012, but failed one portfolio percentage limitation test, ...