4. For a generic CDO structure, the credit risk of the banks assets is transferred to the...

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4. For a generic CDO structure, the credit risk of the bank’s assets is transferred to the issuer, a special purpose vehicle, and then investors, by means of credit default swaps and an issue of credit-linked notes.

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Measuring And Controlling Interest Rate And Credit Risk

ISBN: 9780471268062

2nd Edition

Authors: Frank J. Fabozzi, Steven V. Mann, Moorad Choudhry

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Question Posted: Oct 24, 2024 04:02 AM

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4. For a generic CDO structure, the credit risk of the banks assets is transferred to the...

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Measuring And Controlling Interest Rate And Credit Risk

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