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SecuritizationCLOs

Moody’s readies mass CLO upgrades on methodology change

Moody's 230x150

Moody’s has put 188 CLO tranches issued by 114 US CLOs on review for possible upgrade, following a change in how its CLO methodology treats leveraged loans on negative watch. But the shift will make it harder to analyse CLO quality, as weighted average ratings will be dispersed more widely and documentation differences will become more important.

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