TITLE

Synthetic ABS Indexes Attracting a Crowd

AUTHOR(S)
O'Connor, Colleen Marie
PUB. DATE
March 2006
SOURCE
Investment Dealers' Digest;3/13/2006, Vol. 72 Issue 10, p10
SOURCE TYPE
Trade Publication
DOC. TYPE
Article
ABSTRACT
The article reports that two new credit derivatives indices based on real estate collateral have been introduced. The debut of ABX.HE and CMBX has attracted a broad array of interest. ABX.HE is an index of home equity loan securitizations. CMBX is based on commercial mortgage-backed securities. Hedge funds and whole loan originators are the leaders in the use of these indices.
ACCESSION #
20181928

 

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