In this module we discuss how synthetic CLOs are structured, the risks and benefits they bring to the issuer and investors, the main criteria applied by the marketplace to value these structures, and their treatment under bank capital regulation.
target audience:DX1 Traders, risk managers, sales force, financial control and audit
prerequisite required:
– Introduction to Credit Default Swaps
– Bond Fundamentals
prerequisite recommended:
– Basel I and Basel II: Quantitative Rules
– Conduits & SIVs
Please click below pictures to explore the chapters:
