Index
Absolute default probability, indicators
Accounts receivable analysis
Acid test
Acquisition financing, loan proceeds (uses)
Actively traded leveraged finance indexes
Advanced Micro Devices (AMD), loans (calling)
Advance rate
AES bonds, maturation
Affirmative covenants
After-default cash flow
call option
optionalities
Aggressively structured LBO deals
AIG, failure
Altria Group, Inc. (acquisition)
Amendment fee
Ames, defaults
Annual default probability
assumption
distribution
Annual default rates
example
historic probability
simulation
volatility
Annual financial statements
Annualized prepayment rates
Apollo Group
Arbitrage
avoidance
categories
CLO (initial portfolio), asset manager selection
positioning
Argentina, credit events settlement
Asset classes
correlation
historical risk
long-term profiles
return
risk/reward profiles
total return
Asset correlations, default correlations (contrast)
Asset-lite credits
Asset managers, arbitrage CLO selection
Asset Par, definition
Asset rich companies, capital expenditure requirements
Assets
after-default cash flow
CLO attributes
market value
replication/diversification
return correlation. See Monthly asset return correlations
risk profile
sale, sweeps
turnover
Asset sellers
balance sheet CLO portfolio
motivations
Asset turnover
Assignment
Asymmetric payoff profiles
At-the-money (ATM) point
Autozone Bond, CDS (contrast)
Average, characteristics
Average collateral overlap, vintage
Average covenant relief
Average cumulative default rates ...
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