CapStructureABS's profile picture. Detailed market coverage of ABS, RMBS, CMBS and CLOs.
Formerly CapitalStructure, now part of Fitch Solutions

LevFinInsights - SF

@CapStructureABS

Detailed market coverage of ABS, RMBS, CMBS and CLOs. Formerly CapitalStructure, now part of Fitch Solutions

LevFinInsights - SF reposted

Susanne Matern, Head of European #StructuredFinance and Kei Ishidoya, Senior Director, EMEA #CLOs discuss the outlook and ongoing challenges from high #inflation to #risingrates in the EMEA CLO market. Watch the full video: ow.ly/42p950PnRoQ

FitchRatings's tweet image. Susanne Matern, Head of European #StructuredFinance and Kei Ishidoya, Senior Director, EMEA #CLOs discuss the outlook and ongoing challenges from high #inflation to #risingrates in the EMEA CLO market.

Watch the full video: ow.ly/42p950PnRoQ

LevFinInsights - SF reposted

For the article “EMEA Insight: CLO’s ability to follow their money gives them a stronger hand on debt restructurings – if they choose to play it”, LevFin Insights quoted Akin partners Liz Osborne and Dasha Sobornova. #debtrestructuring #CLOs bit.ly/44QdVOv

akin_gump's tweet image. For the article “EMEA Insight: CLO’s ability to follow their money gives them a stronger hand on debt restructurings – if they choose to play it”, LevFin Insights quoted Akin partners Liz Osborne and Dasha Sobornova.
#debtrestructuring #CLOs 
bit.ly/44QdVOv

LevFinInsights - SF reposted

Do you have questions regarding the difference between #SMEABS and #midmarket deals? KBRA’s Eric Hudson - a senior managing director on our #structuredcredit team – spoke to @levfininsights recently, sharing some ‘key distinguishing features.’ These include the “high granularity…

krollbondrating's tweet image. Do you have questions regarding the difference between #SMEABS and #midmarket deals? KBRA’s Eric Hudson - a senior managing director on our #structuredcredit team – spoke to @levfininsights  recently, sharing some ‘key distinguishing features.’ These include the “high granularity…

"The CLO market is ready for prime time." Several major asset managers have set up CLO ETFs, allowing retail investors to access the market for the first time. The funds buy US and EU debt, and some think they could become a key market driver. More: tinyurl.com/4k9cu7uz


The price of issuing a new European CLO has fallen to its lowest level since June, according to LFI data. However, the upbeat tone has cooled, suggesting that the tightening may have run its course #CLO #structuredcredit #Chartoftheday Full story here: tinyurl.com/mvp6du4x

CapStructureABS's tweet image. The price of issuing a new European CLO has fallen to its lowest level since June, according to LFI data.

However, the upbeat tone has cooled, suggesting that the tightening may have run its course

#CLO #structuredcredit #Chartoftheday 

Full story here: tinyurl.com/mvp6du4x

LevFinInsights - SF reposted

flow takes a close look at the collateralised loan obligation (CLO) ETF market – a nascent yet growing asset class that combines two of the most significant securities innovations in decades. flow.db.com/trust-and-agen… #ExchangeTradedFunds #ETFs #CLOs #structuredfinance


Public euro-denominated ABS supply returned this week after a 4-month haitus: investors have 4 deals to analyze so far, including a debut Italian ABS from Toyota backed by hybrid, plug-in, and EV receivables #securitisation #structuredcredit


LevFinInsights - SF reposted

Euro #CLO liabilities have raced in this week, with at least one manager testing AAAs at 185bps, 20bps tighter than the year's first mover HPS. More on LevFinInsights #CLOs #structuredcredit #levfin


Higher coupons have coaxed back investors who have a mandate to buy Euro AAA #CLO notes in loan format. Over 40% of deals issued loan notes since the start of July, the point at which AAAs climbed above the E+200bps mark. Full story($):bit.ly/3DyENpP #levfin #CLOs

CapStructureABS's tweet image. Higher coupons have coaxed back investors who have a mandate to buy Euro AAA #CLO notes in loan format. 
Over 40% of deals issued loan notes since the start of July, the point at which AAAs climbed above the E+200bps mark.

Full story($):bit.ly/3DyENpP

#levfin #CLOs

CQS making Euro #CLO market comeback with defensive short-dated deal, manager's first since 2015 bit.ly/3ePl6BH #structuredcredit #CLOs #levfin


Heavy selling of CLO paper in secondary has continued into its third week following the UK’s mini-budget. €350mn-€400mn was due to trade via BWIC today, traders report, though some has now been pushed into tomorrow. bit.ly/3CO14Rg #structuredfinance #structuredcredit


Japan’s Norinchukin Bank has pulled out of CVC’s upcoming European CLO, where it had been expected to provide an anchor order in the Triple A tranche, according to market sources. Full report here: bit.ly/3CjA7TQ #structuredfinance #structuredcredit #secondary #trading


European CLOs have neared pandemic-era wides this week, with senior notes moving as wide as 300bps in secondary and Single B notes reaching DMs of above 1850bps in volatile trading. More here: bit.ly/3Ch5xf1 #CLOs #structuredfinance #structuredcredit


Amid high levels of volatility, prime UK RMBS paper jumped by 50bps in a day in secondary trading. Today, YBS's Brass No. 11 was pulled, with the issuer citing "exceptional volatility in the broader GBP markets". capital-structure.com/clientfacing/f… #structuredfinance #minibudget #Sterling


A prime UK RMBS and a debut deal for French auto leasing firm Arval have joined Europe's September #securitisation pipeline, but issuers are going to have to get their skates on if issuance levels are going to come close to 2021’s €75bn public deal total. #RMBS #LevFinInsights

CapStructureABS's tweet image. A prime UK RMBS and a debut deal for French auto leasing firm Arval have joined Europe's September #securitisation pipeline, but issuers are going to have to get their skates on if issuance levels are going to come close to 2021’s €75bn public deal total.
#RMBS #LevFinInsights

Trio of auto deals start engines in Euro ABS market, prime Finnish deal Tommi 3 in lead with AAAs talked in 1mE+ M90s - >4x higher than Feb 2022 print. German and Spanish deals to follow from BDK and Banco Cetelem #securitisation #levfininsights #fitchsolutions


LevFinInsights - SF reposted

Euro #CLO managers eyeing opportunistic print & sprint deals race against rising loan prices to pin down trades. More here ($): bit.ly/3ivnk7u #CLOs #levfin #leveragedloans


LevFinInsights - SF reposted

Volatility- and supply-driven repricing for Euro #CLO mezz tranches sees new-issue Single Bs hit 1000bps, resets 1100bps. More here ($): bit.ly/35gg8sH #levloans #CLOs #levfin

acarlislejourno's tweet image. Volatility- and supply-driven repricing for Euro #CLO mezz tranches sees new-issue Single Bs hit 1000bps, resets 1100bps. More here ($): bit.ly/35gg8sH
#levloans #CLOs #levfin

LevFinInsights - SF reposted

January 2022 scores zero for new-issue European CLOs for first time in five years as arrangers contend with impact of volatility on mezzanine notes. Full story here ($) bit.ly/3ATusTB #CLOs #leveragedloans #capitalstructure


LevFinInsights - SF reposted

Managers prepare first Euro CLO new issues in jam-packed H1 2022 pipeline. More here: bit.ly/3KaNysn #CLOs #leveragedloans


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