Collateralised debt obligation (cdo)
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.
More Collateralised debt obligation (cdo) articles
London - Insurance companies are bracing themselves for the impending wave of litigation relating to losses due to poor-performing securities such as collateralised debt obligations (CDOs). Cases in the US filed for securities fraud or negligence have...
Peter Jackel presents a model for the dynamics of fractional notional losses and prepayments on asset-backed securities for the valuation and risk management of derivatives, including waterfall structures and other structured debt obligations on bespoke...
Downgrades of subprime collateralised debt obligations and widening spreads have caused losses aplenty for structured credit investors. Faced with the prospect of further erosion in valuation, some have plumped for restructurings. But this is by no means...
The US Securities and Exchange Commission (SEC) published a report in July detailing the results of its investigation into the three main credit rating agencies' practices in rating products that reference residential mortgage-backed securities (RMBSs)....
In response to industry fears of a collateral crunch, regulators have revised the proposed rules on margining for uncleared over-the-counter (OTC) derivatives.You can find out more by downloading this white paper here.
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