Collateralised debt obligation (cdo)
Regulator says investigations into certain market groups do not represent a CDO insider-trading initiative
In this white paper, Gordon Russell, Global Head of Risk at Broadridge Investment Management Solutions argues that the chances of survival in this new environment will be greater for funds that implement solutions to efficiently and cost-effectively manage data and risk.
More Collateralised debt obligation (cdo) articles
Former US Senate special counsel predicts trouble for institutions struggling to foreclose mortgages
Goldman pays $550 million to settle charges of misleading customers on Abacus CDO
Moody's report says large increase in Japan SME defaults unlikely as economy recovers
In 2008 and 2009, the calibration of the standard Gaussian copula model for collateralised debt obligations has frequently broken down. To overcome that problem, Martin Krekel has embedded the model...
The US Securities and Exchange Commission’s lawsuit against Goldman Sachs for allegedly misleading clients has provoked widespread vilification of the bank. But is it reasonable to expect ethical ...
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.