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Financial innovation in credit risk management and credit-linked investments have developed at a rapid pace over the past years, evolving into more sophisticated structures based on a pool of assets, such as collateralized debt obligations (CDO). Similarly, the exposure to such structures based on emerging market underlyings has become more substantial, exposing investors to a more complex risk. This paper provides a guide to better understanding the risk of such investments by illustrating a synthetic CDO based on a basket of emerging market sovereign issuers.
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Understanding collateralized debt obligations, Maria Josefa Redondo
- Language
- Released
- 2007
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- Title
- Understanding collateralized debt obligations
- Language
- English
- Authors
- Maria Josefa Redondo
- Publisher
- Haupt
- Released
- 2007
- ISBN10
- 3258071691
- ISBN13
- 9783258071695
- Category
- Business and Economics
- Description
- Financial innovation in credit risk management and credit-linked investments have developed at a rapid pace over the past years, evolving into more sophisticated structures based on a pool of assets, such as collateralized debt obligations (CDO). Similarly, the exposure to such structures based on emerging market underlyings has become more substantial, exposing investors to a more complex risk. This paper provides a guide to better understanding the risk of such investments by illustrating a synthetic CDO based on a basket of emerging market sovereign issuers.