US CLO 1.0 defaults increase

Sam Kerr

January 22, 2016 05:00 PM

Volatile exit — Volatility in the stock market symbol represented by a green highway road sign showing the hazards of a volatile trading session at the dow jones or wall street in which equities go up and down like a roller coaster ride. | freshidea - Fotolia

The median default holdings among US CLO 1.0 defaults grew by 19bp from September to October 2015 to 1.75%, according to CLO research from Moody's Investors Service.

Unlock this article.

The content you are trying to view is exclusive to our subscribers.

To unlock this article:

Request demo or Login

✔ 4,000 annual insights
✔ 700+ notes and long-form analyses
✔ European securitization issuance database
✔ Daily newsletters across markets and asset classes
✔ 1 weekly securitization podcast

Topics

News content Securitization LevFin Securitization - CLOs United States LevFin - CLOs

SK

Sam Kerr