ABN Amro to release second iBoxx-linked note

The iBoxx 40 composition is derived from the iBoxx European corporates non-financials overall index, an index of around 300 corporate credits whose constituent bonds are priced by seven investment banks, including ABN Amro.

The notes will be issued in fixed-rate format and will pay an annual coupon with a five-year maturity. The credit exposure of the notes will be derived synthetically using credit default swaps.

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.

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