More technical references on CDOs
Tuesday, November 1st, 2011 @ 8:58 pm
| 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.
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