Content area

Abstract

A CDO is a vehicle for repackaging risk. Income-yielding assets, such as credit card receivables or corporate bonds, are packaged into one product. Different classes of notes are then sold to investors in tranches that yield, over the term of the CDO, the repayment of principal and interest from the income stream of the underlying assets. In the event of a default in one or more of the underlying assets or reference obligations, the ultimate repayment of principal and interest to the investor can be reduced. Regulators, rating agencies and market commentators are raising concerns about the potential risks inherent in CDOs. Some commentators have expressed a view that hedge funds, which are more flexible than some other types of investment funds because of the less restrictive nature of their portfolio guidelines, could stage a retreat from the CDO market just as quickly as they arrived if the economic conditions mean funds cannot make returns from CDOs high enough to satisfy their capital investors.

Details

Title
CDO litigation: a risk assessment
Pages
1
Section
Features
Publication year
2005
Publication date
Aug 2005
Publisher
Euromoney Institutional Investor PLC
ISSN
02626969
Source type
Trade Journal
Language of publication
English
ProQuest document ID
233199186
Copyright
Copyright Euromoney Institutional Investor PLC Aug 2005