Director: Clo Securitization Practice
CurrentCLO Payment Verification:Using the Indenture, model the waterfall structure of collateralized loan obligations to calculate the quarterly payment amounts, coverage tests and collateral quality limitations for the Issuer.CLO Optimization:Advise CLO managers to enhance deal performance by utilizing constraint based optimization technology.CLO Valuation and Effective Yield Testing:Analyze CLO debt, equity, and fee rebate positions and apply different valuation techniques, through Intex and Bloomberg, to determine fair value and effective yield.CLO/ABS Modeling:Model the structures, payment rules and cash flows in Excel for Underwriters and Issuers for newly issued CLO and ABS securities. Review the draft offering documents and tie the collateral and bond characteristics, decrement tables, exhibits and relevant language.
