The synthetic route
The market for synthetic collateralised debt obligations globally has grown strongly over the past year, with managed portfolios and Asian deals among the innovations. Jawahar Chirimar of Lehman Brothers looks at some of the developments
Issuance of arbitrage synthetic collateralised debt obligations (CDOs) this year has been nothing short of phenomenal. In addition to static portfolios, we have seen the emergence of managed synthetic CDOs. In this short timeframe, the synthetic CDO market has seen many new innovations regarding the selection and management of the underlying portfolio. Other innovations include alternative
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