CLO EOD language: relative value implications

CLO EOD language: relative value implications

Category: CLOs

Wednesday 18 February 2009 00:00 London/ 19.00 (- 1 day) New York/ 08.00 Tokyo

Chris Flanagan, head of global structured finance research at JPMorgan, finds that variations across CLO event of default language are interesting from both EOD likelihood and valuation perspectives

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