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  • Taking the CVA route to valuing CLNs
    Credit-linked notes can’t be said to have risk-free collateral any more. Dmitry Pugachevsky suggests pricing them using techniques developed for bank counterparty risk

    11 years ago

  • CLO volumes soar in 2011 as spreads tumble
    The return of the CLO market has been good news for Morgan Stanley more than any other player in the market as it grabbed more than a third of all the deals done

    12 years ago

2 results found Showing page 1 of 1

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