Collateralised debt obligation (CDO)
Regulator says investigations into certain market groups do not represent a CDO insider-trading initiative
This white paper looks at the heavy impact of regulation on investment managers, the mitigation of outsourcing risk, inefficiencies in corporate actions processing and the growing importance of collateral management.
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 ...
This whitepaper reviews the fundamental changes of Liquidity Risk Management under Basel III. It discusses how institutions can meet the regulatory requirements on liquidity risk management by enhancing their liquidity risk analytics, funds transfer pricing methodologies, liquidity stress testing frameworks, and enterprise risk management platforms.