COVID-19 Impacts in LCD: A Look at Distress, CLOs & Credit Quality
Date:
May 12th, 2020
Duration:
45 minutes
Location:
On-Demand
Only NaN day[s] left!
The rapid spread of COVID-19 has already resulted in many negative ratings actions, with further risk migration and higher default rates expected in the wake of the pandemic. Leveraged Commentary & Data (LCD) can help you track, assess, and manage these heightened risks via real-time coverage of at-risk companies and industries.
A brief timeline of COVID-19’s leveraged finance challenges
An examination of the Coronavirus crisis vs the 2008 Recession, with a look at distress, CLOs, and credit quality
The Loan Market Response – downgrades, extensions and more.
Joel NadelmanSr. Director, Public Sector – Government, S&P Global Market Intelligence
S&P Global Contributor
Luke MillarEuropean Managing Editor, LCD, S&P Global Market Intelligence
Luke joined Leveraged Commentary & Data (LCD) in January 2011, and has managed the European editorial team since 2013. Full Bio
Luke joined Leveraged Commentary & Data (LCD) in January 2011, and has managed the European editorial team since 2013. His primary coverage is the European leveraged finance primary markets, and global CLO markets. Luke also writes about leveraged buyouts, institutional fund raising, private equity, middle market, and distressed debt, and provides regular in-depth trend pieces about the leveraged finance markets. Minimize
S&P Global Contributor
Rachelle KakourisDirector, S&P Global Market Intelligence
Rachelle specializes in data-driven trend analysis and commentary on the leveraged finance markets, Full Bio
Rachelle specializes in data-driven trend analysis and commentary on the leveraged finance markets, focusing her efforts on showcasing developments and movements as tracked by LCD’s S&P/LSTA Leveraged Loan Index – a widely used proxy for the $1.2 trillion leveraged loan market.
Joining LCD in 2014, Rachelle honed her leveraged finance background covering the often complex subset of distressed debt; placing particular emphasis on unearthing the detail behind the balance sheet maneuvers of companies on the brink, and market-moving trends as they relate to stress identifiers in broader market indices.
Before joining LCD, Rachelle wrote for Reuters and IFR on the U.S. high-yield corporate bond market in New York, and prior to that on sovereign and covered bonds as a markets reporter in London during the height of the financial crisis. Rachelle got her start as a research analyst at Thomson Financial, and also held post-graduate derivative trade confirmation roles at WestLB and UBS. Minimize
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