CLO Structuring Modelling

1 Pages

Background The investment bank, acting as a CLO arranger, wanted to convert an existing single currency CLO model into a multi-currency model while also incorporating rating agency criteria overlay. Oxane’s Approach Oxane reviewed the current model including the VBA excel macro code to understand the structure and the payment waterfall. The client wanted to implement dual currency support for both asset and liability side waterfalls. Also, t

Join for free to read

Case Study Modelling Excellence

Case Study Modelling Volcanic Ash Clouds

Case Study BMC's CLO

Case Study Interim Programme Structuring Support

More from Oxane Partners

Case Study Transaction Advisory

Case Study Real Estate Mixed Development

Case Study NPL Transaction Advisory

Case Study CRE Portfolio Advisory

Case Study

CLO Structuring Modelling

CLO Structuring Modelling

You Might Also Like

More from Oxane Partners