Some Papers on Sovereign Debt
Nov 01, 2011 in Sovereign Debt
Archive for November, 2011
More technical references on CDOs
Nov 01, 2011 in Credit Derivatives
This document by JPMorgan is
“a comprehensive introduction to CDOs. It addresses:
the structural components of CDOs;Â typical CDOs; why CDOs exist; the cash flow and market value credit structures; synthetic CDOs; the asset manager and other parties to a CDO; legal, accounting, and tax considerations; (and) CDO terminology.”
Even though it was written in 2001, it is still very useful and informative.