Synthetic CLOs

Synthetic CLOs

The set includes: the full unrestricted, ad-free video access, all related spreadsheets, the course printout, the course outline, the quiz, the course summary. USD 99.00 / year

Outline
Printout
Spreadsheets
Summary
Quiz

Synthetic CLOs – All chapters

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: 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