Research Primer: Valuation of Subprime and Synthetic CDOs
Posted on June 03, 2010 at 17:48 PM EDT
Through the end of March 2010, the credit crisis had yielded at least 395 securities litigation filings (excluding arbitrations). Of these, at least 41 are related to collateralized debt obligations. A new free working paper from NERA Economic Consulting describes in detail and in plain English the fundamental analytics of the asset-backed securities CDOs and [...]