Collateralised loan overlap

Category: CLOs CDO

Previous Story       Next Story

Sector developments and company hires

Collateralised loan overlap
Diversification risk across the US CLO market has increased this year, due to the 18% decline in US leveraged loan net supply over 2019 versus 79 different managers issuing deals in 2020. Consequently, JPMorgan CLO research analysts have published a new report looking at US CLO asset inter-overlap (to other managers), intra-overlap (across portfolios of the same manager) and vintage overlap.

Already registered?

Not yet registered? Join today to access SCI Content.