Credit looks to forward curves

Nick Sawyer
01 Sep 2005

Tweet
Facebook
LinkedIn
Save this article
Send to
Print this page

Structured credit dealers are increasingly borrowing trade ideas from the exotic interest rate market to create value for investors in the tight credit spread environment. In particular, a new collateralised debt obligation (CDO) product has emerged that aims to take advantage of steep forward curves in the credit default swap (CDS) market.

The CDO is referenced to a portfolio of forward-starting CDSs, giving investors an opportunity to benefit from the upward-sloping nature of the credit curve

Only users who have a paid subscription or are part of a corporate subscription are able to print or copy content.

To access these options, along with all other subscription benefits, please contact [email protected] or view our subscription options here: http://subscriptions.risk.net/subscribe

You are currently unable to print this content. Please contact [email protected] to find out more.

You are currently unable to copy this content. Please contact [email protected] to find out more.

You may share this content using our article tools. Printing this content is for the sole use of the Authorised User (named subscriber), as outlined in our terms and conditions - https://www.infopro-insight.com/terms-conditions/insight-subscriptions/

If you would like to purchase additional rights please email [email protected]

You may share this content using our article tools. Copying this content is for the sole use of the Authorised User (named subscriber), as outlined in our terms and conditions - https://www.infopro-insight.com/terms-conditions/insight-subscriptions/

If you would like to purchase additional rights please email [email protected]