Collateralised loan obligation (clo)
In-depth analysis drives performance and picks up underlying quality dispersion
The existence of multiple rule books may deter issuers and investors in securitisation
In this white paper, Gordon Russell, Global Head of Risk at Broadridge Investment Management Solutions argues that the chances of survival in this new environment will be greater for funds that implement solutions to efficiently and cost-effectively manage data and risk.
More Collateralised loan obligation (clo) articles
On the hunt
Americas Awards 2013
Modelling and regulatory impact of new asset classes must be considered in search for higher yield
While CLO activity remains below pre-financial crisis levels, a demand for higher yields is driving US investor appetite
Searching for an equilibrium
Standard Chartered's most recent Start deal proved oversubscribed, suggesting a returning credit risk appetite in Asia. Meanwhile, more CLOs are expected this year.
Standard Chartered has reopened its Start collateralised loan obligation programme for the first time since the global finance crisis spread to Asia. The bank has shed $1.25 billion of credit risk ...
Goldman Sachs fraud allegations show portfolio managers credit selection interests are often not aligned with benefiting CDO note-holders, say lawyers.
In response to industry fears of a collateral crunch, regulators have revised the proposed rules on margining for uncleared over-the-counter (OTC) derivatives.You can find out more by downloading this white paper here.