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...
Insurance Risk and BNY Mellon have conducted a survey to look at how insurance companies are preparing for the new regime and the opportunities and challenges that the changes will bring.
More Collateralised debt obligation (cdo) articles
Farid AitSahlia Warrington College of Business Administration, University of Florida 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...
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...
Post-financial crisis structured credit has been in hiding: but 2013 has seen the re-emergence of the collateralised loan obligation (CLO) market, with yield-hungry Asian players demonstrating a strong appetite for the paper
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
This paper discusses a number of diverse considerations that risk managers need to incorporate into their thought processes and recurring procedures if they are to fulfill their role more effectively in the future
USA, 9th Dec 2013
USA, 10th Dec 2013
UK, 18th Dec 2013
UK, 12th Feb 2014
UK, 13th Feb 2014
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