Yield boost for CDOs

synthetic CDO market

pg27-vice-gif

For many investors, the hunt for yield in the collateralized debt obligation (CDO) market is becoming an increasingly frantic and, in many cases, fruitless activity. Part of the reason for this, says Olivier Vigneron, director and co-head of Europe and Asia correlation trading at Deutsche Bank, is that the traditional five-year investment-grade underlying has seen an unprecedented tightening in spreads.

Many investors are now turning to synthetic CDOs, often now referred to as

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