Collateralised loan obligation (clo)
Sponsored statement: BNY Mellon
Although initially sluggish after the credit crisis, the loans market has grown in recent years. Paul Traynor, head of insurance services, EMEA at BNY Mellon, explains why investing in loans could offer...
Post-financial crisis structured credit has been in hiding: but 2013 has seen the re-emergence of the collateralised loan obligation (CLO) market, with yield-hungry Asian players demonstrating a strong...
Modelling and regulatory impact of new asset classes must be considered in search for higher yield
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More Collateralised loan obligation (clo) articles
CPM functions go back to basics
The crisis has made it more difficult for credit portfolio management desks to manage loan portfolios by transferring risk. Instead, there’s a growing focus on old-fashioned virtues. Mark Pengelly reports
US CLO issuance bouncing back in 2011, say experts
While CLO activity remains below pre-financial crisis levels, a demand for higher yields is driving US investor appetite
Loan spread tightening squeezes CLO arbitrage for managers
After a rampant start to the year, collateralised loan obligations gave back most of their year-to-date gains as macroeconomic risks interrupted the corporate credit rally. But with spreads on the underlying loans continuing to tighten, a squeeze in the...
Oversubscribed CLO points to returning Asian risk appetite, more CLOs...
Standard Chartered's most recent Start deal proved oversubscribed, suggesting a returning credit risk appetite in Asia. Meanwhile, more CLOs are expected this year.
StanChart sheds Asia credit risk via $1.25bn securitisation
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 related primarily to loans extended to counterparties...
A bottom-up model with top-down dynamics
Yadong Li proposes a flexible, tractable and arbitrage-free bottom-up dynamic correlation modelling framework with a consistent stochastic recovery specification for multi-name credit derivatives. In this framework, the model’s spread dynamics can be...
Dealers prepping new CDOs
Despite growing risk aversion in the credit markets, behind the scenes dealers are working on new issues of collateralised debt obligations.
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