Collateralised debt obligation (cdo)
Performance and asset flows of securitised credit products have combined to make this group one of the most profitable for investors and hedge fund managers. But there are now signs of waning interest...
In the aftermath of the subprime crisis the importance of model risk has come to be understood, leading regulators to ask for model risk measurement and management in financial institutions. On the other...
For several years leading up to the outbreak of the financial crisis, growth in the use of arbitrage collateralized debt obligations (CDOs) was explosive. In this paper, we discuss potential sources of...
Risk would like to invite you to join us on 14 April 2014 at 10am EST / 3pm GMT for our next FREE webinar. Joining the panel discussion will be: Moderator: Duncan Wood, Editor, RISK. Athanassios Diplas, Senior Advisor, ISDA. Barry Hadingham, Head of Derivatives and Counterparty Risk, AVIVA INVESTORS. Neil Murphy, Director, Collateral Product Management, IBM RISK ANALYTICS. Click to register.
More Collateralised debt obligation (cdo) articles
The global financial crisis of 2007-8 illustrated the shortcomings of several modeling approaches in a dramatic fashion. Chief among these shortcomings are the bond-like pricing of tranches of collateralized debt obligations, the inadequate estimation...
Brett Jefferson’s Hildene Capital Management has made a killing investing in beaten-down assets. His fund is the winner of hedge fund of the year and best distressed hedge fund, Americas Awards 2013
Winner of the best specialist fund of hedge funds over one year at the Americas Awards 2013, Gapstow Opportunity Fund seeks exposure to a broad range of non-traditional credit opportunities
Correlation-dependent derivatives, such as asset-backed securities and collateralized debt obligations (CDOs), are common tools for offsetting credit risk. Factor models in the conditional independence framework are widely used in practice to capture...
An extraordinary Australian court judgement shines a light on the errors and deceit that led to the granting of a triple-A rating to ABN Amro’s Surf constant proportion debt obligation in 2006
An extraordinary Australian court judgement shines a light on the errors and deceit that led to the granting of an AAA rating to ABN Amro’s Surf constant proportion debt obligation in 2006. Lukas Becker reports
In response to industry fears of a collateral crunch, regulators have revised the proposed rules on margining for uncleared over-the-counter (OTC) derivatives.You can find out more by downloading this white paper here.
Hong Kong, 1st - 31st Dec 2014
Hong Kong, 15th - 16th Apr 2014
Japan, 24th Apr 2014
Japan, 24th Apr 2014
USA, 30th Apr 2014