new credit structure

friesenjung · November 6th, 2006, 7:51 am

Hi there,has anybody got some material on this CPDO structure that's currently hitting the market? Seems to be some CPPI related thing, massively hedged, AAA rated with a very high spread on it. I'd like to read how it is working...cheers

bigbird · November 6th, 2006, 7:59 am

In this threadhttp://www.wilmott.com/messageview.cfm?catid=3&threadid=41740