Basel II Could Alter CDO Landscape

Pyburn, Allison
December 2006
Investment Dealers' Digest;12/4/2006, Vol. 72 Issue 46, p22
Trade Publication
The article presents information on collateralized debt obligations (CDO). According to JPMorgan Securities, European CDO issuance swelled to nearly $68 billion of October 6, 2006 compared to $48 billions. CDO issuers are expecting demand for highly rated tranches because of their more favorable treatment under Basel II than sub-investment grade positions.


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