Stanford Renas, a partner in the firm's Structured Finance and Securitization practice, will participate in a panel discussion on "CLO Fair Value Analysis for Risk Retention Purposes" at 5:30 p.m. (ET) on Wednesday, May 24 at IMN's 6th Annual Investors' Conference on CLOs and Leveraged Loans. The session will address the following topics:

  • acceptable methods of risk retention: vertical, horizontal or a combination
  • different capital efficient risk retention structures
  • acceptable methodologies and approaches to measure the 5% credit risk retention in eligible horizontal structures
  • the required disclosures pre- and post-securitization with respect to fair value measurements of horizontal structures
  • complying with both the US and EU rules of risk retention