Latest news
Latest news
Resets for 2021 and 2024 deals are less attractive to managers due to wider liability pricing
Spreads for the triple-A rated notes were similar to the manager's previous deal
State of New Hampshire's innovative bond gets Ba2 rating
More articles
More articles
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The weakening credit quality of exploration and production and oilfield services companies is threatening to take its toll on the US CLO market. -
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.
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Volatility has slowed the pricing of the first US CLO deals of the year as debt investors seek wider spreads amid deepening uncertainty in the broader markets.
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The US CLO market will likely see issuance fall this year, despite a flurry of deals in the last quarter of 2015, as concerns over risk retention continue to keep the market awake at night.
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Credit Suisse is marketing a new €410m CLO from BlackRock Investment Management, which could be priced before the end of January, as Bank of America Merrill Lynch predicts net supply in European CLOs in 2016 will be positive for the first time since 2008.
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The waiting game is over for CLO investors as the market hums to life following a slow start to the year.
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The potential for further interest rate hikes from the Federal Reserve is going to increase the pressure on the CLO market in 2016.
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HSBC has closed its first synthetic securitization since the crisis, and in doing so has slashed the balance sheet its corporate lending book consumed, writes Owen Sanderson.
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Principia Partners has made impact assessments for overnight index swaps (OIS) discounting available through its derivatives valuation service, pasVal.
