Lehman set to launchfloating-rate ABS index

technology news


The Lehman Brothers index group is preparing a new floating-rate asset-backed securities (ABS) index for launch some time in the first quarter. Steve Berkley, head of Lehman Brothers Fixed Income Indices, confirmed the bank’s plans, but said that rules for the new index have not yet been finalized.

“The index is set to include auto, credit card, home equity and student loan securitizations and we estimate that it will contain more than 1,300 securities, representing around $315

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