Collateralised loan obligation (clo)
CPM functions go back to basics
Original headline:
Source: Risk magazine
The crisis has made it more difficult for credit portfolio management desks to manage loan portfolios by transferring risk. Instead, there’s a growing focus on old-fashioned virtues. Mark Pengelly reports...
Worried about regulation?
Read in-depth analysis of top regulatory issues today!
Find the information you need in articles from across Risk.net on Basel III, the Dodd-Frank Act, and Solvency II.
More Collateralised loan obligation (clo) articles
Oversubscribed CLO points to returning Asian risk appetite, more CLOs...
Published online only
Source: Asia Risk
Standard Chartered's most recent Start deal proved oversubscribed, suggesting a returning credit risk appetite in Asia. Meanwhile, more CLOs are expected this year.
StanChart sheds Asia credit risk via $1.25bn securitisation
Published online only
Source: Asia Risk
Standard Chartered has reopened its Start collateralised loan obligation programme for the first time since the global finance crisis spread to Asia. The bank has shed $1.25 billion of credit risk related primarily to loans extended to counterparties...
A bottom-up model with top-down dynamics
Published online only
Source: Risk magazine
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 framework, the model’s spread dynamics can be...
Dealers prepping new CDOs
Published online only
Source: Credit
Despite growing risk aversion in the credit markets, behind the scenes dealers are working on new issues of collateralised debt obligations.
Goldman CDO suit throws focus on collateral manager conflicts
Published online only
Source: Risk magazine
Goldman Sachs fraud allegations show portfolio managers credit selection interests are often not aligned with benefiting CDO note-holders, say lawyers.
Happier times for distressed assets?
Published online only
Source: Risk magazine
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...
Jefferies hires head of CDO/CLO trading
Published online only
Source: Credit
Securities and investment banking group Jefferies has hired Sharif Anbar-Colas as head of collateralised loan obligation and collateralised debt obligation trading, based in London. Anbar-Colas joins from Cohen & Company, where he was head of European...
Forgot your Risk.net password?
Renew your password now!
Make sure you don't miss a day of Risk.net's essential content. Refresh your password today online!
Related conferences
-
Risk & Return Brasil
Brazil, 30th May 2012
-
Risk & Return Brazil
Brazil, 30th May 2012
-
CRO Forum Asia 2012
Singapore, 30th - 31st May 2012
-
FX Week China 2012 - CN
China, 12th Jun 2012
-
Risk & Return Canada
Canada, 20th Jun 2012
Related training
-
Nexus-Risk Training
USA, 26th Oct 2012
-
Operational Risk Management for Energy Companies
UK, 29th - 30th May 2012
-
CVA & DVA risk and return strategies
UK, 18th Jun 2012
-
Central Clearing in Canada: 2012 and Beyond
Canada, 22nd Jun 2012
-
CVA & DVA risk and return strategies
USA, 22nd Jun 2012
Updating your subscription status 
Email alerts
Weekly poll
Technology white papers
Related Jobs
