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Dresdner publishes CDO pricing model
Tuesday, September 30, 2008
Dresdner Kleinwort has released the latest in a series of synthetic CDO pricing models that it is making public week by week. This week, the bank has sent out a spreadsheet to clients including the finite homogenous pool model, following on from its release of a large homogenous pool model just over a week ago. Dresdner Kleinwort’s London based research team has also published a document explaining how the model is used. The model is available on the bank's research portal.
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Structured
Issuers
CFlux secondary
CLO index levels:
| Index | 21 May |
|
| CFlux USD AAA | ↑ | 96.2 |
| CFlux USD AA | ↑ |
88.3 |
| CFlux USD A | ↓ | 84.1 |
| CFlux USD BBB | ↓ | 75.3 |
| CFlux USD BB | ↓ |
74.1 |
| CFlux USD EQ | ↑ | 77.5 |
