Western Asset Arbitrage Harvard Case Solution & Analysis

The case introduces students to the nature of the collateralized debt obligations (CDO), and the process of CDO, with a focus on the corporate structure of the special purpose vehicles, the cash flows in the various tranches of CDO, CDO origin and motivation. Students will learn to quantify the risk-yield CDO tranches, with an emphasis on equity tranche (also known as "toxic waste"). This is ideal for advanced undergraduate and MBA level in the financial markets, financial institutions and investment. In the event that an employee of Debt Capital Markets desk Lehman Brothers is preparing to issue CDO Western assets. Western Asset was contacted by a group of commercial banks tend to sell senior secured bank loans and high corporate bonds in order to reduce their capital requirements and available capital for additional lending. "Hide
by Elena Loutskina, Rahul Prahbu Source: Darden School of Business 19 pages. Publication Date: April 23, 2009. Prod. #: UV2540-PDF-ENG

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