Collateralised debt obligation (cdo)
Spotlight on Goldman
The US Securities and Exchange Commission filed a lawsuit against Goldman Sachs in April, alleging it had misled clients by not disclosing that a major hedge fund had helped select the underlying assets...
Yadong Li proposes a flexible, tractable and arbitrage-free bottom-up dynamic correlation modelling framework with a consistent stochastic recovery specification for multi-name credit derivatives. In this...
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 conduct...
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More Collateralised debt obligation (cdo) articles
Dealers prepping new CDOs
Despite growing risk aversion in the credit markets, behind the scenes dealers are working on new issues of collateralised debt obligations.
Goldman Sachs under fire in CDO lawsuit
Lawyers and other market participants claim Goldman Sachs has a case to answer in dispute over synthetic CDO, after US regulator files complaint against the Wall Street bank. Goldman Sachs has come in for strong criticism over its role in arranging...
SEC accuses Goldman of CDO investment fraud
WASHINGTON, DC – Goldman Sachs is facing civil fraud charges from the US Securities and Exchange Commission (SEC) for allegedly making misleading statements and omissions relating to a synthetic collateralised debt obligation (CDO). German regulator...
Goldman charged over CDO role
The US Securities and Exchange Commission filed a lawsuit against Goldman Sachs in April, alleging the firm misled clients. Some observers suggest the action may not be successful, but criticise Goldman’s behaviour. By Mark Pengelly and Duncan Wood...
Goldman criticised over CDO after SEC lawsuit
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.
Happier times for distressed assets?
The distressed assets sitting on the balance sheets of financial institutions have increased in value in recent months, with a variety of firms reporting paper gains. Has the turning point been reached in distressed structured credit assets? Peter Madigan...
Individual names in top-down CDO pricing models
The Gaussian copula collapsed as a means of pricing collateralised debt obligations in the crisis of 2008, as to match prices and deltas nonsensical correlation parameters were required. By adapting the traditional framework to cater for more general...
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