A singular success

cdos

baddeley-gif

Last year’s newcomer to the collateralized debt obligation market—the single-tranche CDO—may prove to be the most resilient of its breed, as the fallout from Parmalat’s default trickles through the synthetic CDO market, triggering downgrades galore.

Most single-tranche deals are transacted privately between collateral managers and a single investor, and have a greater capability of making substitutions in the reference pool. These deals are considered easier to restructure in the wake of a

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 info@risk.net or view our subscription options here: http://subscriptions.risk.net/subscribe

You are currently unable to copy this content. Please contact info@risk.net to find out more.

Sorry, our subscription options are not loading right now

Please try again later. Get in touch with our customer services team if this issue persists.

New to Risk.net? View our subscription options

You need to sign in to use this feature. If you don’t have a Risk.net account, please register for a trial.

Sign in
You are currently on corporate access.

To use this feature you will need an individual account. If you have one already please sign in.

Sign in.

Alternatively you can request an individual account here