Western Asset Arbitrage Harvard Case Solution & Analysis

The case commences students to the nature of collateralized debt obligations (CDO) and the CDO origination procedure, with emphasis on the corporate structure of the special purpose vehicles, cash flows to various CDO tranches, and motivation behind CDO origination. Students will learn to quantitatively evaluate the risk-return profile of CDO tranches with emphasis on the equity tranche (also known as "toxic waste").

This advanced undergraduate level courses on financial markets, financial institutions, and investments and is ideal for MBA. In the event, an associate at the Debt Capital Markets desk of Lehman Brothers prepares a CDO issuance for Western Asset. Western Asset was contacted by a group of commercial banks keen to sell senior secured bank loans and high-yield corporate bonds to lower their capital requirements and free up capital for additional lending.

PUBLICATION DATE: April 23, 2009 PRODUCT #: UV2540-PDF-ENG

Western Asset Arbitrage Case Study Solution

This is just an excerpt. This case is about FINANCE & ACCOUNTING

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