Collateralised debt obligation (CDO)
US SEC claims Wells Fargo Securities, formerly Wachovia Capital Markets, violated securities laws when selling CDOs tied to the ailing housing market
CDO ratings arbitrage ‘reasonable and justifiable’, finds UK court
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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 ...
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