How have CLOs fared in the rising interest rates environment?

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Presented by

Luke Lu | Loy Weng | Anton Karnaukh - Yield Book, An LSEG Business

About this talk

After proving its resilience during the 2020 pandemic, the Collateralized Loan Obligations (CLOs) market now faces pressures from rising interest rates and growing downgrade concerns. With credit and collateral conditions deteriorating in 2023, how are the CLOs set to weather this storm? Please join us for our webinar on 16 May 2023 at 15:00 UK/10:00 ET to learn about: - Current market trends, emerging themes, potential risks, and challenges facing CLOs. - Yield Book’s new CLO credit model - The methodology and drivers of the new CLO Credit Model - Demo of the CLO Credit Model prototype Presented by: - Luke Lu, Head of CMBS/CLO Research and Quantitative Modeling, Yield Book, an LSEG Business - Loy Weng, CLO Quantitative Researcher, Yield Book, an LSEG Business - Anton Karnaukh, Quantitative Developer, Research, Yield Book, an LSEG Business
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