Collateralised loan obligation (clo)
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
In 2007, investors in the US credit markets were rudely awakened from a consensual hallucination. A seemingly insatiable demand for structured credit from banks, hedge funds and institutional investors had driven spreads tighter and tighter, forcing them...
When The Carlyle Group hired Mike Ramsay from Pru M&G Investments to head its European collateralised loan obligation (CLO) arm in September 2004, it started a stampede of US managers setting up shop in Europe. Last year, however, Carlyle European Leveraged...
When a research analyst points to a bank's credit portfolio management (CPM) team as a key reason for a positive outlook on a stock, it turns heads internally and makes a compelling case for others to follow suit. That report was written by Stuart Graham...
Most credit risk models focus on default probability, while making simple recoveryassumptions for collateralised loans. As Jon Frye shows here, this is a mistake, becausethe same factors that increase default rates can also decrease the value of loan...
Japan's four largest banks have posted a combined ¥3.61 trillion ($30.9 billion) in losses for the 2002 financial year, following larger-than-expected losses in their cross-equity holdings amid slump in the country’s equity markets and their ongoing...
Japan's banks have faced a gruelling few months in the run-up to the fiscal year-end, with a plunge in equity prices putting severe pressure on capital ratios. But a further crisis may be just around the corner, writes Nick Sawyer.
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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