Collateralised Loan Obligation (Clo)
Affiliates and warehouses could satisfy both US and EU risk-retention rules, lawyers claim
In-depth analysis drives performance and picks up underlying quality dispersion
This three-part series looks at the various factors that firms across the ecosystem of global FX markets - from the buy-side, the sell-side, and the supporting community of technology vendors and service providers - should consider in order to, not just survive, but to thrive in this dynamic and ever-changing environment.
More Collateralised Loan Obligation (Clo) articles
The existence of multiple rule books may deter issuers and investors in securitisation
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.
This whitepaper reviews the fundamental changes of Liquidity Risk Management under Basel III. It discusses how institutions can meet the regulatory requirements on liquidity risk management by enhancing their liquidity risk analytics, funds transfer pricing methodologies, liquidity stress testing frameworks, and enterprise risk management platforms.