Moodys Analytics - CLO Stress in the time of COVID-19

Report

Moody's Analytics

CLO Stress in the time of COVID-19

Furthering our research on CLO collateral rating transitions, we explore the implications of applying additional default forecast and stresses to the collateral of US and Euro BSL CLOs.

10/07/2020 20 EN

Provider

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.

See profile

Other Reports from Moody's Analytics

A Good Jobs Report to Start the Year (Capital Market Research) (Weekly Market Outlook)

This Weekly Market Outlook titled “A Good Jobs Report to Start the Year” has credit market commentary and analysis from Dante DeAntonio and colleagues at Moody’s Analytics.

February 13, 2026 February 13, 2026 1 EN

Cross-Sector: Market Data Highlights

Spreads, CDS Movers, and Issuance.

February 13, 2026 February 13, 2026 1 EN

A (Mostly) Short Shutdown This Time (Capital Market Research) (Weekly Market Outlook)

This Weekly Market Outlook titled “A (Mostly) Short Shutdown This Time” has credit market commentary and analysis from Dante DeAntonio and colleagues at Moody’s Analytics.

February 6, 2026 February 6, 2026 1 EN

Sign-up for free to access full reports immediately

Email Address*

Choose Password* ( 6 or more characters )

Due to regulatory restrictions regarding the distribution of financial research, this report is restricted to a specific region or investor type. Get access to exclusive reports by answering the questions below.

Select your country*

Get financial insights straight to your inbox

By clicking "register" you accept the Terms and Conditions & Privacy Policy

Already on ResearchPool?

Almost there...

Are you a professional investor?

Select your country

REGISTER

Create a free ResearchPool account to access full reports, get a personalised dashboard and follow providers or companies

In order to access this report please create an account.

LOGIN

CLO Stress in the time of COVID-19

A Good Jobs Report to Start the Year (Capital Market Research) (Weekly Market Outlook)

Cross-Sector: Market Data Highlights

A (Mostly) Short Shutdown This Time (Capital Market Research) (Weekly Market Outlook)

Create a free ResearchPool account to access full reports, get a personalised dashboard and follow providers or companies

Sign-up for free to access full reports immediately

ResearchPool Subscriptions

Get the most out of your insights

Why subscribe?

How to subscribe

ResearchPool Subscriptions

This report is only available to subscribers

Why subscribe?

How to subscribe