The capital market in which asset-backed securities are issued and traded is composed of
three main categories: ABS, MBS and CDOs. We were able to examine a total number of …

In this study we provide empirical evidence demonstrating a relationship between the nature
of the assets and the primary market spread. The model also provides predictions on how …

Collateralized Funds of Hedge Fund Obligations (CFOs) are relatively recent structured
finance products linked to the performance of underlying funds of hedge funds. The capital …

Credit structuring technology has been employed to create the market for collateralized debt
obligations (CDO). CDOs redistribute credit risk to meet investor demands for a wide range …

This article examines the performance of the junior tranche of a collateralized fund
obligation (CFO), ie the residual claim (equity) on a securitized portfolio of hedge funds. We …

New Facets of Economic Complexity in Modern Financial Markets Page 1 New Facets of
Economic Complexity in Modern Financial Markets The book is motivated by the disruptions …

A crucial need for Hedge Funds Investors is bridge financing loans. As the market leader
servicing the alternative world, Citco, through its Financial Products division (CFP), provides …

With risk-free interest rates and risk premiums at record lows, many investors are turning to
illiquid assets, such as real estate, private equity, infrastructure and timber, in search of …

Les Collateralized Fund Obligations (CFO) constituent une gamme relativement nouvelle de
véhicules financiers faisant partie de la grande famille des produits dérivés issus de la …