CDO tranche
Credit derivatives house of the year: Barclays
Risk Awards 2020: UK bank showed flow strength in Thomas Cook default – and product range is growing
Full capital structures allow revival of synthetic CDOs
Managed deals could be next, but market's potential is expected to be limited
Why CDOs work
Collateralised debt obligations have largely gone under the radar since the 2007 financial meltdown, when their market collapsed. Nearly every attempt at explaining the cause of their failure pointed towards flawed assumptions in pricing models and…
Seduced by CDOs
The insurance arm of the Italian Post Office has been the country’s leading issuer of capital-guaranteed equity investments based on CDOs – portfolios of securitised debt. But when the underlying CDOs were downgraded, the retail products suffered too
Deutsche Bank credit team gets a Spanish lesson
Use of credit derivatives in structured products under scrutiny after BZ Gestion fund suffers losses