KBRA Releases Research – Coronavirus (COVID-19): U.S. BSL CLO Sector Exposure Map: February 2021

NEW YORK--()--Kroll Bond Rating Agency (KBRA) releases a report which details U.S. broadly syndicated loan (BSL) collateralized loan obligation (CLO) exposure to corporate sectors amid the ongoing coronavirus (COVID-19) pandemic.

In this report, we provide an update on U.S. CLO sector exposure and overall industry credit quality, based on reported data from March 2020 through February 2021 trustee reports for a representative sample of transactions. Additionally, we summarize sector performance and trends throughout the pandemic using three sector cohorts which have displayed high, moderate, and low resilience to the economic fallout of COVID since March 2020.

We also include the Structured Credit Publication Index, which contains links to recent KBRA reports within the Structured Credit sector.

Click here to view the report.

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About KBRA

KBRA is a full-service credit rating agency registered in the U.S., the EU and the UK, and is designated to provide structured finance ratings in Canada. KBRA’s ratings can be used by investors for regulatory capital purposes in multiple jurisdictions.

Contacts

Contacts

Sean Malone, CFA, Senior Director
+1 (646) 731-2436
sean.malone@kbra.com

Eric Hudson, Senior Managing Director
+1 (646) 731-3320
eric.hudson@kbra.com

Business Development Contact

Jason Lilien, Managing Director
+1 (646) 731-2442
jason.lilien@kbra.com

Contacts

Contacts

Sean Malone, CFA, Senior Director
+1 (646) 731-2436
sean.malone@kbra.com

Eric Hudson, Senior Managing Director
+1 (646) 731-3320
eric.hudson@kbra.com

Business Development Contact

Jason Lilien, Managing Director
+1 (646) 731-2442
jason.lilien@kbra.com