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Alex Guo

Research and Insights

Articles by Alex Guo

    Modeling Collateralized Loan Obligations with RiskManager

    Research Report | Jul 8, 2016 | Alex Guo, James Sun

    This Product Insight provides an overview of U.S. Collateralized Loan Obligations (CLOs) -- ranging from the underlying collateral, to typical CLO deal structures, and onto current regulations that may influence risk and return. Newcomers can learn about leveraged loans and underlying collateral of a CLO pool, which is required knowledge for this securitized product. More experienced readers can skip this introduction and focus on later sections that discuss CLOs in-depth, including aspects...