The document provides an analysis of CLO (Collateralized Loan Obligation) performance during the financial crisis, highlighting that CLO managers outperformed with lower default rates compared to the U.S. Loan Index. It includes data on CLO Senior OC Levels, U.S. CLO Managed Defaults, and CLO WARF Levels, with graphical representations of these metrics over time. The source of the data is Moody's Global Structured Finance Collateral Performance Review and S&P LCD LLI Index Default Rates as of January 2014.
documents/vol00010-efta01462202-pdf.pdf
{"title":"CLO Collateral Performance during the Crisis","document_type":"tabular","key_organizations":["Deutsche Bank","Moody's","S&P LCD"],"reference_numbers":["DB-SDNY-0124636","SDNY_GM_00270820","EFTA01462202"]}