European CLOs Constrained by Regulation
- Volcker a Tall Task for Banks, CLOs. Rodriguez Valladares, Mayra // Leveraged Finance News;12/1/2014, Vol. 4 Issue 45, p1
The article reports on the possible impact of a confluence of Dodd-Frank rules, particularly the risk retention rule and the Volcker rule, on the market for collaterized loan obligations (CLOs) in the U.S. A brief overview of the Volcker Rule, which prohibits banks from having ownership interest...
- Banks Benefit from Growth in Private CLOs. Hintze, John // American Banker;3/6/2012, Vol. 177 Issue 35, p2
The article reports the issuance of collateralized loan obligations (CLOs) in the quasi-public 144A market has increased since the 2008 financial crisis. How banks benefit from the revival of private CLOs with proprietary structures is discussed. Topics include the U.S. Dodd-Frank Act, proposed...
- Regulators Must Pre-empt Volcker Fire Sales. // American Banker;2/24/2014, Vol. 179 Issue 28, p15
The article offers a perspective on the U.S. Volcker Rule that was created to prevent banks' speculative trading activity and restrict banks' ownership of assets known as collateralized loan obligations (CLOs). The discussion topics include fire sales in which the sellers are forced to sell...
- European High Yield Bonds Are No Friend to CDOs. Husband, Sarah // Bank Loan Report;6/25/2001, Vol. 16 Issue 25, p1
Focuses on the European collateralized debt obligation (CDO) market conditions as of June 25, 2001. Increase in CDO issuance year-to-date; Prediction of a move out of European high yield as CDO collateral and into other asset classes.
- High Yield CDOs Lose Appeal in Q2. Nugent, John // Bank Loan Report;7/2/2001, Vol. 16 Issue 26, p1
Reports on the performance of collateralized debt obligations (CDO) in the U.S. Amount of CDO issuance; Slowdown in CDO issuance; Downgrade in high yield CDO.
- 2002 CDO Roundup: A Mixed Bag of Opinions. O'Connor, Colleen Marie; Gregory, Michael; Graubard, David // High Yield Report;1/13/2003, Vol. 14 Issue 2, p7
Reports on the performance of collateralized debt obligations in the U.S. in 2002. Overall volume in 2002; Asset-backed securitization downgrades; Troubles at Triton.
- UBS Research Touts Loan Success As CDO Collateral. O'Connor, Colleen // High Yield Report;5/26/2003, Vol. 14 Issue 21, p7
Cites a study by UBS Warburg, which found the leveraged loans are the collateral of choice for collateralized debt obligations.
- CDOs: placing that darned equity piece. Gregory, Michael; Graubard, David // Asset Securitization Report;2/5/2001, Vol. 1 Issue 5, p1
Discusses trends in the collateral debt obligations (CDO) in the U.S. Arbitrage for CDO; Downgrades in the CDO sector; Canyon Capital Advisors' plan to retain equity on a collateral bond obligation.
- Leveraged loans the object of European CDO market affection. // Asset Securitization Report;2/17/2003, Vol. 3 Issue 7, p14
Reports on the increasing popularity of leveraged loans in the collateralized debt obligation (CDO) market in Europe. Leverage loan component for each transaction represented; Tendency of mezzanine loans to the clumped together with leveraged loan CLO targeted assets.