BMA releases CDO data

Mark Zusy, chair of the BMA’s CDO committee and a New York-based managing director at Lehman Brothers, added that providing this information publicly and free of charge is unprecedented given that the CDO market is privately placed.The data is broken down in three ways: by structure (cash, synthetic or market value); by purpose (arbitrage or balance sheet); and by term (long term with a maturity of 18 months or more or short term with a maturity between 12 and 18 months).

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