Collateralised debt obligation (cdo)
Dismissal of appeal by rating agency to have implications in Australia and other common law countries but not US
The failure, and the allure, of collateralised debt obligations (CDOs) is often pinned on the way they were rated and priced, which underestimated risk. However, new analysis shows the products to be more...
More Collateralised debt obligation (cdo) articles
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 hand, in spite of recent advances, the subject...
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 such arbitrage opportunities, in particular, potential...
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...
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.
Topics of interest
Hong Kong, 1st - 31st Dec 2014
UK, 18th Mar 2015
Singapore, 22nd - 23rd Jul 2014
Australia, 12th - 13th Aug 2014
Australia, 14th Aug 2014