Robeco’s synthetic age

Case study

credit02small-gif
Actively managed synthetic collateralised debt obligations (CDOs) – introduced in 2001 to the rapidly evolving credit derivatives market – are expected by most pundits to see a surge in popularity in 2002. Indeed, according to figures from Goldman Sachs, at least seven actively managed deals with a total dollar notional of $7.24 billion were completed last year, and the firm expects as many as 15 in 2002, with a notional amount of $1 billion each. With each new deal, this product evolves one

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

If you already have an account, please sign in here.

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