Reassessing synthetics

The market for synthetic collateralised debt obligations in Asia has been slow so far this year, but a few deals are now in the pipeline and a handful of Asian asset managers are looking to manage synthetic transactions, writes Nick Sawyer.


The market for synthetic collateralised debt obligations (CDOs) in Asia promised so much at the end of last year. Asian names were making headway within global portfolios, the first Asian synthetic balance-sheet collateralised loan obligation had been rolled out by Development Bank of Singapore, and the first synthetic arbitrage CDO with an Asian portfolio manager – Singapore’s OUB Asset Management – was launched by Dutch bank ING Barings.

But so much has changed since then. The domino

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