CDO's: Know When to Fold 'Em
- EUROPEAN REGULATORY INITITATIVES. Colomer, Nora // Asset Securitization Report;6/2/2008, Vol. 8 Issue 22, p10
The article reports on the developments surrounding the asset-backed financing market in Europe. It has been noted that the European securitization market has been swarmed by regulatory proposals looking at different areas of the market. According to industry players, they have been expecting to...
- First-Time CLO Managers Could Be Put To The Test In Downturn. // Bank Loan Report;11/29/2004, Vol. 19 Issue 46, p1
Evaluates the performance of collateralized loan obligation (CLO) managers once the credit cycle begins to trend downward in the U.S. Assessment on the difference in style for managers in a difficult credit environment; Evaluation on the CLO manager's relationships throughout the market;...
- TRADE MATRIX. // Asset Securitization Report;3/4/2002, Vol. 2 Issue 9, p21
Looks at various asset securitization transactions as of March 4, 2002. Asset-backed securities; Collateralized mortgage-backed securities; Mortgage-backed securities; International deals.
- SECURITIZATION AND ITS IMPICATIONS FOR THE MANAGEMENT OF NPAS IN THE INDIAN PUBLIC SECTOR BANKS. Mahlawat, Seema; Vyas, Pooja // Global Conference on Business & Finance Proceedings;Jun2012, Vol. 7 Issue 2, p167
Securitization is undoubtedly one of the most significant innovations of financial world of the modern time which started with the structured financing of mortgage pools in the 1970s. Having made its debut about 4 decades ago in mortgage markets in the USA, securitization is a USD 5 trillion...
- CDO market verdict: volume up, record setting downgrades. // Asset Securitization Report;1/13/2003, Vol. 3 Issue 2, p9
Reports on the performance of collateralized debt obligation market in 2002. Overall U.S. volume of deals; Negative rating actions.
- S&& releases synthetic criteria, notes hybrids. // Asset Securitization Report;9/22/2003, Vol. 3 Issue 36, p10
Reveals the decision of Standard & Poor's to publish the existing criteria its uses when rating synthetic collateralized debt obligation transactions. Importance of risk management, better guidance from regulators and the increased liquidity of and familiarity with credit derivatives.
- Credit-Sensitive Asset-Backeds: The Instrument of Choice for Collateralized Debt Obligations? // High Yield Report;09/25/2000, Vol. 11 Issue 37, p5
Advises managers of collateralized debt obligations to invest in asset-backed securities to be able to hedge against a future economic downturn.
- ABS DATA. // Asset Securitization Report;1/29/2001, Vol. 1 Issue 4, p22
Presents an overview of asset-backed securities (ABS) transactions in the U.S. for the year 2001. ABS collateral distribution; Asset-backed commercial paper two-week discount rates; ABS surveillance data.
- CDO Week: Ascension prices in line. // Asset Securitization Report;8/6/2001, Vol. 1 Issue 31, p7
Reports on collateralized debt obligations in the United States. Ratings volatility of deals.