Synthetic ABS Indexes Attracting a Crowd

O'Connor, Colleen Marie
March 2006
Investment Dealers' Digest;3/13/2006, Vol. 72 Issue 10, p10
Trade Publication
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.


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