Following the Association of German Banks' recently-unveiled premium for new SME securitisations (se...

Fitch has withdrawn the ratings for GS European Performance Fund's class D, E and F notes following...

Using list data as a proxy for cumulative trading volumes, structured credit analysts at JPMorgan ha...

A newly formed special purpose Delaware statutory trust, dubbed Heritage Resources, has been establi...

S&P has lowered its credit ratings on 122 tranches in 21 European CLO transactions. All of t...

PK Jain has joined Advisors Asset Management (AAM) as md and head of structured credit and mortgage...

Subtle differences in CLO mechanics may significantly influence the potential cashflow that notehold...

All European CLO managers experienced defaults in their CLO portfolios during 2009. However, a wide...

S&P has published its quarterly report regarding concentration risk in the outstanding US CL...

The receivers of a balance sheet CLO issued by Lehman Brothers in August 2008 - Clio Europ...

A softening in double-A to double-B CLO spreads throughout February alongside relative stability in...

Citi has published a new report on the performance of CLO equity returns in order to analyse both pa...

Babson Capital Management has confirmed its role as replacement manager on five Jefferies Capital Ma...

US CLO spreads generally held firm during the week ending 26 February in the face of continued volat...

CLO pipeline builds

Talk surrounding Citi's new CLO issue (see separate News story) intensified focus on the ever-elusiv...

S&P is requesting feedback on a proposed supplementary analytic, CLO Tranche Recovery Metric...