Report
EUR 180.96 For Business Accounts Only

CLOs - Europe : CLO 2.0s Face Less EOD-Driven Market Value Risk than CLO 1.0s

STRUCTURED FINANCE SECTOR COMMENT 26 January 2017 Contacts Frank Cerveny 49-69-70730-730 VP-Senior Research Analyst [email protected] Javier Hevia Portocarrero 34-91-768-8223 VP-Senior Analyst [email protected] CLOs - Europe CLO 2.0s Face Less EOD-Driven Market Value Risk than CLO 1.0s Summary None of the European CLO 2.0s we rated in 2016 has the mezzanine or junior over-
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Moody's Investors Service
Moody's Investors Service

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