The fastest growing sector of the fixed income market is the market for collateralized debt obligations (CDOs). Fostered by the development of credit default swaps (CDS) on all types of indexes of corporate bonds, emerging market bonds, commercial loans, and structured products, new products are being introduced into this market with incredible speed.

In order to keep up with this dynamic market and its various instruments, you need a guide that provides you with the most up-to-date information available. That's why Douglas Lucas, Laurie Goodman, Frank Fabozzi, and Rebecca Manning have created Developments in Collateralized Debt Obligations.

Filled with in-depth insights regarding new products, like hybrid assets in ABS CDOs and trust preferred CDOs, and detailed discussions on important issues-such as the impact of CDOs on underlying collateral markets-this book will bring you completely up to speed on essential developments in this field.

Written in a straightforward and accessible style, Developments in Collateralized Debt Obligations will enhance your understanding of this ever-evolving market-and its numerous products.

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Yes, you can access Developments in Collateralized Debt Obligations by Douglas J. Lucas,Laurie S. Goodman,Frank J. Fabozzi,Rebecca Manning in PDF and/or ePUB format, as well as other popular books in Business & Investments & Securities. We have over one million books available in our catalogue for you to explore.

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Year

Print ISBN

eBook ISBN

Edition

Topic

Business

Subtopic

Investments & Securities

Index

Business

Collateral Overlap and Single-Name Exposure in CLO Portfolios 273 
ordinate OC deltas have shrunk over the last year. With respect to concen- 
tration risk across CLO portfolios and within a particular CLO portfolio, 
the smaller size of credits in CLOs has more than offset the prevalence of the 
same names across different CLOs. 

Developments in Collateralized Debt Obligations

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