Collateralised Debt Obligation (Cdo)
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...
This three-part series looks at the various factors that firms across the ecosystem of global FX markets - from the buy-side, the sell-side, and the supporting community of technology vendors and service providers - should consider in order to, not just survive, but to thrive in this dynamic and ever-changing environment.
More Collateralised Debt Obligation (Cdo) articles
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.
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.