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step-up CDO

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sceptic
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Joined: March 25th, 2005, 1:53 pm

step-up CDO

August 23rd, 2005, 1:29 pm

A CDO with several step-up's of subordination - just be price it as a combination of forward starting CDOs?What's the motivation for a dealer to offer this deal?
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sceptic
Topic Author
Posts: 1
Joined: March 25th, 2005, 1:53 pm

step-up CDO

August 31st, 2005, 6:31 pm

Last edited by sceptic on September 10th, 2005, 10:00 pm, edited 1 time in total.
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