The evolution will be analysed

Risk staff
01 Feb 2007

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One of the most crucial tasks in putting together a collateralised debt obligation (CDO) is choosing the underlying credits that will be included in the portfolio. Investors often express preferences on individual names, while there are likely to be rating constraints and industry concentration limits imposed by rating agencies. Given these various requirements, it's up to the structurer to optimise the portfolio and achieve the best possible spreads for investors.

A variety of analytical tools

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