Structured finance market professionals assembled at the Aria in Las Vegas for the annual SFVegas conference held on February 22-25. The morning was allocated to plenary sessions focused mostly on the political landscape, while the afternoon featured cross-asset and sector-specific panels centered on areas of interest within the ABS, CMBS, RMBS, and private credit/funds sectors. Below is a recap of some of these cross-asset and sector-specific panels.
Deal Flow: The Traders’ Roundtable
Panelists provided a cross-sector view of trading conditions for early 2026, describing a market defined by strong liquidity, steady issuance, and tight spreads across structured finance. New issue CMBS supply has remained robust despite ongoing fundamental stress in the commercial real estate (CRE) sector, supported by continued investor demand and improved execution conditions. In the collateralized loan obligation (CLO) market, spreads have tightened meaningfully since late 2025 on the back of healthy…
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