Consequences of CLO portfolio constraints
M Loumioti, FP Vasvari - Available at SSRN 3371162, 2019 - papers.ssrn.com
We investigate the relation between portfolio constraints (tests) that Collateralized Loan
Obligations (CLOs) have to pass monthly, CLO managers' loan trading choices and CLO …
Obligations (CLOs) have to pass monthly, CLO managers' loan trading choices and CLO …
European arbitrage CLOs and risk retention
D Bektić, B Hachenberg - The European Journal of Finance, 2021 - Taylor & Francis
In this article, we empirically analyze European Collateralized Loan Obligations (CLOs) in
the aftermath of the financial crisis. As Regulation introduced the so-called risk retention …
the aftermath of the financial crisis. As Regulation introduced the so-called risk retention …