Risk magazine - Volume21/No3

Valuing CDOs of ABSs

Charles Smithson and Neil Pearson discuss the valuation of collateralised debt obligations (CDOs). Following on from their December 2007 article, which focused on CDOs referenced to corporate credits, the authors turn their attention to CDOs of asset…

Whither originate and distribute?

Some argue the crisis in structured credit markets signals the demise of the originate-and-distribute model of banking, but this fails to take into account the pattern of all revolutions, argues David Rowe

Genius or blunder?

As more details emerge on the rogue trading scandal that caused a EUR4.9 billion loss, Société Générale appears more a victim of risk management failures than of a genius of fraud. But is this case a one-off, or are other institutions similarly…

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