Credit - Volume 5 / Issue 7 v2
Articles in this issue
The next generation
Credit guide: future of CDOs
Editor’s letter
Credit guide: editor’s letter
Managed CDOs versus static CDOs
Credit guide: CDO management
Creating CDO tranches
Credit guide: risk allocation
Re-securitising CDOs
Credit guide: CDOs of ABS
The emergence of credit derivatives
Credit guide: introduction
A transparent market
Credit guide: transparency
Absorbing credit risk
Credit guide: conclusion
Exploring correlation risk
Credit guide: basket default swaps
The price of default correlation
Credit guide: pricing
Collateralised debt obligations
Credit guide: CDOs
The building blocks of credit derivatives
Credit guide: building blocks
Synthetic structures: no longer a fantasy
Credit guide: sponsored foreword