Profiting from CDOs

leonhindle-oraclecapital

As banks and institutional investors staggered into 2009 still reeling from the body blows inflicted in the wake of the collapse of Lehman Brothers in September 2008, few were expecting a sharp rally in credit spreads during the year ahead. But brave investors that snapped up credit assets prior to March have made a killing as spreads began to ‘normalise’ during the year.

While credit spreads in 2009 remained volatile due to de-leveraging and investors moving into other asset classes, the overal

To continue reading...

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 indvidual account here: