Collateralised debt obligation (CDO)
Goldman Sachs has been sharply criticised for arranging a synthetic collateralised debt obligation (CDO) at the centre of a lawsuit filed by the US Securities and Exchange Commission (SEC) last week.
More Collateralised debt obligation (CDO) articles
Demand for legacy structured credit deals has surged in the past six months, with better quality assets offering relative value opportunities. The question now is whether this will spur a revival in primary...
The static assumptions of the Gaussian copula model have long presented an obstacle to dynamic hedging of credit portfolio tranches. Here, Jean-David Fermanian and Olivier Vigneron combine the copul...
Morgan Stanley's offering of a repackaged cash collateralised debt obligation (CDO) is designed to test market appetite for this type of risk, said a source familiar with the deal.
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