メインコンテンツに移動

CPDOs: Dynamic leverage with a triple-A rating

CPDOs with a concentration in the financial sector have suffered from the subprime crisis, but other structures have held firm

Things that look too good to be true generally are. When they originally burst on to the scene in the summer of 2006, CPDOs were hailed in some quarters as the most important innovation in the market for a number of years.

A product that held out the highly appetising prospect of a spread of 200bp over Libor together with a triple-A rating on both coupon and principal was unsurprisingly very

コンテンツを印刷またはコピーできるのは、有料の購読契約を結んでいるユーザー、または法人購読契約の一員であるユーザーのみです。

これらのオプションやその他の購読特典を利用するには、info@risk.net にお問い合わせいただくか、こちらの購読オプションをご覧ください: http://subscriptions.risk.net/subscribe

現在、このコンテンツをコピーすることはできません。詳しくはinfo@risk.netまでお問い合わせください。

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

Most read articles loading...

You need to sign in to use this feature. If you don’t have a Risk.net account, please register for a trial.

ログイン
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