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Table Of Contents

CHAPTER 1 | What Are CDOs?
CDOs Defined
Market Growth and the CDO Family Tree
Structuring Mechanisms
Purpose
Collateral Types
CDOs vs. Other Structured Finance Products
Investment Diversification
Customized Risk-Reward
Attractive Yields
Leveraged Returns
Transparency
CHAPTER 3 | Types of Assets
Leveraged Loans
Revolving Credit Facility
Term Loan A
Institutional Term Loan Tranches
Asset-Backed Securities
Commercial Mortgage-Backed Securities
Corporate Bonds
Capital Trust Pass-Through Securities
Basic CDO Structure
Structural Distinctions
Cash Structure
Coverage Tests
Asset quality tests
Cash Flow Coverage Tests
Synthetic Structure
Synthetics Versus Cash
Investor Perspective
Issuer Perspective
Market Value Structure
CDO Risks
Systemic or Modeling Risk
Collateral Credit Risk
Structural Risk
Servicer/Manager Risk
Call Risk
Asset Manager
A Survey of CDO Valuation Methodologies
CDO Valuation
Methodologies
Interest-Only (IO) and Principal-Only Valuation (PO)
IO Valuation
PO Valuation
Assumptions Used in Valuation Analysis
Net Asset Value
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6888551-CDOPrimer

6888551-CDOPrimer

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Published by JAYTRADER

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Categories:Business/Law, Finance
Published by: JAYTRADER on Nov 08, 2011
Copyright:Attribution Non-commercial

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