UBS Warburg’s Thomas to discuss next generation of CDO products at Risk Europe
UBS Warburg executive director for global credit derivatives, Alberto Thomas, will discuss the future of collateralised debt obligation (CDO) products during his address at Risk Europe on April 9.
Thomas believes the standard rating arbitrage approach benefits investors for the high spread they achieve for a given tranche rating, that it is simple and widely used, and consistent with the approaches of the rating agencies. But
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