Skip to main content
Loading

CLO Debt vs Equity Roundtable

21 Oct 2024
Sparkle West
Track A
Investor strategies and analysis of risk and return profiles across debt vs equity tranches. Exploring structural features and enhancements unique across debt and equity, including credit enhancement and cash flow allocation. Current and historical performance during economic cycles, including default and recovery rates, portfolio stability; Dynamics in valuation and pricing; spreads, liquidity, and collateral quality. Importance of manager tiering and spread compression for debt vehicles, and NAIC capital charge impacts for equity.
Chairperson
Paul St. Lawrence, Partner - Morgan, Lewis & Bockius LLP
Speakers
Gavin Zhu, CLO Strategist - Morgan Stanley
Greg Kovac, Managing Director, Structured Products Trading - Raymond James
Pratik Gupta, Managing Director and Head of Global CLOs and US RMBS Strategy - Bank of America
Asif Khan, Managing Director, Co-Head of Securitization Product Group - Natixis CIB
Michael Sobol, Senior Managing Director, Head of CLO Investing - Blackstone
Lauren Law, Senior Portfolio Manager - Octagon Credit Investors
View all ABS East Agenda