Hi Chiara,Could you please send me the papers too? Thanks very much.Mail

Can you post here or point us to the JPM's LCDS presentation? Thx.

Why?

Has anybody access to this Book ? I need Chapter 7 ('Bond Pricing, Interest-rate Processes, and the LIBOR Market Model'). I would be very grateful if someone could send me a pdf of this chapter. Thanks a lot.Mail

Cheers, Kasparov.

There is no 3rd party insurance for the UK RMBS now (there may be some exceptions though, not 100% sure). I've heard that at the inception of the market there used to be such insurances. BTW Aussie RMBS have insurance.Please let me know if you find any exception for UK.

<t>Hi,Can anybody help with any these papers or something related?-Credit Derivatives: A Primer, January 2005, JPMorgan-Credit Derivatives Insights, Single Name Instruments & Strategies;First Edition 2005, Morgan Stanley-Credit Derivatives Handbook, May 20, 2005, Credit Suisse FirstBostonThanks ...

Chiara,Do you have the first volume of the new ML Credit Derivatives Handbook? I can provide an older version. Thanks. MailCheers.CD

Hi gleitold,Unfortunately I don't have access to the BS site. Could you kindly email me the two CDO reports? MailCheers.CD

Hi,Does anybody have that paper?CD

Hi K,Could you please send me the paper too? Thx. MailCheers.CD

Hi B,Would you mind sending me the doc too? MailCheers.CD

Hi!It seems to work now.Link

<t>Hi,Your last statement is perfectly right.But in the beginning you are confused. In both cases the CDO squared investor is protected by the attachment point of the tranche purchased and the attachment points of the inner CDOs. The difference between the two subordination types is in how/when the ...

<t>Hi,I think we should agree on what fungible (cross) subordination means.How I see it, in a simple example. Ass. 70m loss for the CDO1 portfolio. Given CDO1's 50m attachment point this would imply that 20m are transfer to CDO1 level. Also ass. less than 50m loss (for further use consider just 25m)...