The document provides a performance analysis of CLOs (Collateralized Loan Obligations) during the financial crisis, highlighting the outperformance of CLO managers with lower default rates compared to the U.S. Loan Index. It includes various performance metrics such as CLO Senior OC Levels, U.S. CLO Managed Defaults, CLO Caa Bucket Levels, and CLOWARF Levels. The data is sourced from Moody's Global Structured Finance Collateral Performance Review and S&P LCD LLI Index Default Rates as of January 2014.
documents/vol00010-efta01462184-pdf.pdf
{"title":"CLO Collateral Performance during the Crisis","document_type":"tabular","key_organizations":["Deutsche Bank","Moody's","S&P"],"reference_numbers":["DB-SDNY-0124603","SDNY_GM_00270787","EFTA01462184"]}