Monday, July 9, 2007
SSRN-Collateralized Debt Obligations and Credit Risk Transfer by Douglas Lucas, Laurie Goodman, Frank Fabozzi
Talk about a timely article. Lucas, Goodman, and Fabozzi examine collateralized Debt Obligations in this short (and easy to follow) article that looks at how financial institutions can transfer credit risk.SSRN-Collateralized Debt Obligations and Credit Risk Transfer by Douglas Lucas, Laurie Goodman, Frank Fabozzi: "Two recent developments for transferring credit risk are credit derivatives and
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