Friday, November 9, 2007

CDO market size

--US dollar CDO volume currently outstanding is 1.14 trillion --Cash CDO $1 trillion, Synthetic CDO $1.6 tril --issuers include S&P, SIFMA,Intex --2006 vintage, SIFMA structure finance CDO is 312 bil --not just ABS CDO bought subprimes --based only underlying collaterals, CDOs can be broadly divided into SF CDO (ABS CDO, RMBS CDOs ) vs Corporate CDOs (CLO, CBO)

No comments: