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CDOs

News

Fitch Warns on Forex Risk in European CLOs

The latest generation of European CLOs may expose investors to a risk that didn’t exist in most pre-crisis deals: fluctuations in foreign exchange rates.

S&P: Beware of Extension Risk in Older Euro CLOs

Loan extensions create risks for investors in older European collateralized loan obligations.

Blackstone/GSO Marketing €403M European CLO

Blackstone/GSO Debt Funds is marketing a €403.55 million collateralized loan obligation, the region's third since the financial crisis.

Cantor Bulks Up on CLOs in U.S., Europe

Cantor Fitzgerald said today it has added four structured credit professionals and is planning expand the business to underwrite new collateralized loan obligations in the U.S. and Europe.

SEC Panel: Kroll, Hughes Back Ratings Rotation

Both Jules Kroll from Kroll Bond Ratings and Martin Hughes from Redwood Trust see merit in a system of ratings rotation.

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Articles

U.S. CLO Managers March to Europe

The first three European CLOs to price since the financial crisis were structured to ease investor worries, and their successively tighter spreads suggest that’s happening.

CLO Revival

Deal economics are improving, trumping regulatory challenges and a shortage of collateral

S&P Sounds Alarm on Cov-Lite Loans in CLOs

A debate over using loans with weak covenants as collateral and other buzz from Information Management Network's Second Annual CLO Conference.

In House Drama

While the securitization industry has faced countless adversaries over the past several years, much of the drama last month came from within. Early in March, simmering tensions at the American Securitization Forum (ASF) finally hit the boiling point, with a number of board members resigning in a dispute over management with executive director Tom Deutsch. In a quick overview of what happened, Felipe Ossa hones in on the Structured Finance Industry Group (SFIG), a new trade…

FDIC May Push Banks Into Riskier Tranches of CLOs

Banks are expected to start buying riskier portions of collateralized loan obligations in response to a deposit-insurance rule change that takes effect this month.

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