Collateralised loan obligation (clo)
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...
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 related...
Insurance Risk and BNY Mellon have conducted a survey to look at how insurance companies are preparing for the new regime and the opportunities and challenges that the changes will bring.
More Collateralised loan obligation (clo) articles
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...
Goldman Sachs fraud allegations show portfolio managers credit selection interests are often not aligned with benefiting CDO note-holders, say lawyers.
The distressed assets sitting on the balance sheets of financial institutions have increased in value in recent months, with a variety of firms reporting paper gains. Has the turning point been reached in distressed structured credit assets? Peter Madigan...
Securities and investment banking group Jefferies has hired Sharif Anbar-Colas as head of collateralised loan obligation and collateralised debt obligation trading, based in London. Anbar-Colas joins from Cohen & Company, where he was head of European...
Demand for legacy structured credit deals has surged in the past six months, with better quality assets offering relative value opportunities. The question now is whether this will spur a revival in primary market activity. Rewind 18 months and the...
Investors should expect further downgrades on European collateralised loan obligations and commercial mortgage-backed securities during 2010, according to rating agency Standard & Poor’s. Future CLO downgrades will reflect an ongoing decline in underlying...
This paper discusses a number of diverse considerations that risk managers need to incorporate into their thought processes and recurring procedures if they are to fulfill their role more effectively in the future
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