Structured Finance Research

Moody's Analytics publishes insightful reports, deal rankings, and case studies, on relevant, timely issues in the structured market. 

CLO’s report the collateral default percentage. In this paper, we introduce a measure of the current percentage of collateral that is “SD” i.e., if any obligation of any issuer in any CLO is in default, then all obligations of that issuer is SD.

Moody's Analytics offers articles and whitepapers on relevant and timely issues in the structured finance market. Coverage includes CLOs, RMBS, ABS and CMBS.
CLO Deal Ranking
Every quarter we review Moody’s Analytics database of CLO deal performance statistics to assess relative performance across CLOs in each vintage.
Stress Testing Case Studies
Moody's Analytics offers insight into the latest regulatory requirements by using our award winning solutions for research and case studies.