Report

CLO Deal & Manager Market Value Metrics After the Outbreak of COVID-19

This paper is an analysis of the changes in key CLO metrics resulting from the collateral market value decline due to COVID-19. In addition to several market value metrics, other selected no
Provider
Moody's Analytics
Moody's Analytics

​Moody’s Analytics, a unit of Moody’s Corporation, helps capital markets and credit risk management professionals worldwide respond to an evolving marketplace with confidence. The company offers unique tools and best practices for measuring and managing risk through expertise and experience in credit analysis, economic research and financial risk management.

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