ArturoCifuentes
US Credit magazine talks to Arturo Cifuentes, managing director, structured products research at Wachovia Securities, about developments in the CDO market
There’s nothing wrong with paying attention to defaults or recoveries, and I might also add correlation—the degree to which a pool of loans has a reasonable degree of diversification. But the effect of different prepayment speeds shouldn’t be overlooked, especially when asset managers are having difficulties finding
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