CLO Portfolio Risk Mitigation
In this video, Christos will answer some questions pertaining to the key features and mechanics within a CLO to protect your debt.
Overview
Debt can be protected by controlling asset quality and repaying the debt quicker. A good CLO portfolio checks and mitigates the risk of default by running asset and portfolio tests to ensure repayment.
Key learning objectives:
Understand how debt is protected and what makes a good portfolio
Define the portfolio profile tests
Summary
Expert
Christos Danias
Christos has worked in structured finance for over 20 years. He started out as a securitisation structurer and later worked at Credit Suisse. There, he transitioned into CLOs and ended up running BNP’s primary CLO business until the financial crisis. After a stint setting up a paddleboard business, Christos went back to work as a trader and sales, focusing on CLOs primarily.
