Latest news
Latest news
If leveraged loan spreads stay tight, CLO managers will need lower triple-A liability pricing to raise equity for future deals
Deal follows trend of tightening spreads on triple-B and double-B tranches
Manager uses a more defensive approach when ramping the CLO, avoiding most software credits
More articles
More articles
-
Manager prices refinancing for investment-grade tranches of Toro European CLO 9
-
Credit quality diverges between CLOs and private credit. UK auto ABS thrives but FCA redress scheme hits Blue Motor Finance
-
Triple-A rated notes priced in line with recent deals, but transaction has longer non-call period
-
Impact of Iran war, software risks and 2028 maturity wall may push different borrowers to CLO and private credit markets
-
Deal’s triple-A and double-B rated notes land lower than recent tights, but deal excludes single-Bs
-
Number of resets fell following the start of Iran war, but lower spreads are now prompting managers to launch deals
-
Asset manager wants to offer more products to institutional investors
-
Investors and techniques are ready for development banks to scale up securitization rapidly
-
Risks in exchange-traded funds holding CLOs are real, but there could be scope to relax the rules