Presentation
C-1 Subcommittee Update on CLO C-1 Factors Modeling—Residual Tranches and Portfolio Adjustment Factors
DownloadC-1 Subcommittee Chairperson Steve Smith gave an update on Residual Tranches and Portfolio Adjustment Factors in the collateralized loan obligation (CLO) comparable attributes project to the NAIC’s Risk-Based Capital Investment Risk and Evaluation (E) Working Group.