BALANCE-SHEET vs. ARBITRAGE CDOs
During the past few years, in the recent post-crisis aftermath, global asset managers are constantly searching new ways to optimize their investment portfolios while financial and banking institutions around the world are exploring new alternatives to better secure their financing and refinancing...
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| Format: | Article |
| Language: | English |
| Published: |
Academica Brâncuşi
2016-02-01
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| Series: | Analele Universităţii Constantin Brâncuşi din Târgu Jiu : Seria Economie |
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| Online Access: | http://www.utgjiu.ro/revista/ec/pdf/2016-01/16_Dinca1.pdf |
| Summary: | During the past few years, in the recent post-crisis aftermath, global asset managers are constantly
searching new ways to optimize their investment portfolios while financial and banking institutions around the world
are exploring new alternatives to better secure their financing and refinancing demands altogether with the
enhancement of their risk management capabilities. We will exhibit herewith a comparison between the balance-sheet
and arbitrage CDO securitizations as financial markets-based funding, investment and risks mitigation techniques,
highlighting certain key structuring and implementation specifics on each of them. |
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| ISSN: | 1844-7007 1844-7007 |