Portfolio selection has driven CSO performance, says JP Morgan

Monday, February 08, 2010

JP Morgan finds that portfolio selection, rather than tranche thickness or subordination, has been the biggest factor affecting the performance of CSOs

Comment by: Anonymous. Posted 14 years ago [2010-02-09 16:25:19]

did they look at blackrock vallerite cdo 2007? that would skew the average. couple of iceland banks (I guess Blackrock doesn't calculate bank debt per capita in their robust and rigorous credit process), some Lehman, mix in some insurers...and your knees get bludgeoned.

CLOs

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