LONDON (Reuters) - Rumours of the death of the constant proportion debt obligation (CPDO) market may have been greatly exaggerated. Dutch bank ABN AMRO , which pioneered this structured credit ...

A review by Moody's Investors Service to possibly downgrade its ratings on a constant proportion debt obligation (CPDO) for the first time is not an indication that all of its ratings for such ...

A CPDO is basically just a leveraged bet on the credit quality of a number of investment grade companies. A CPDO, like a synthetic CDO, is a basket of default swaps.

Requiem for the CPDO on whatsapp (opens in a new window) Save. Sam Jones. October 17 2008. Jump to comments section Print this page. Unlock the Editor’s Digest for free.

A CPDO getting a better rating than Belgium or oil-rich Qatar is the most egregious example. Triple-A paper ought to be so safe that your granny can buy it, see it trade no lower than 99.5 and get ...

At the CPDO quarters nearby, people were seen busying themselves with their routine. “They have not asked us to wear masks or anything,” said a resident of the ground floor apartment.

In its CPDO rating methodology S&P assumed that spreads would revert towards 40 basis points over the first year and 80bp for the subsequent nine years of a 10-year CPDO deal. It assumed a volatility ...

Now that financial reporters are back to work after the Thanksgiving holiday, I'm hoping that somebody will write a story about the CPDO which defaulted last week. The Reuters story raises more ...

SG CIB is in the middle of the book-building process, and hopes to launch the deal at the end of February. The aim is for the CPDO to reach €150-200 million in size, said Tony Venutolo, head of ...

All 29 of S&P’s public CPDO ratings are now under threat. The agency pointed to factors such as spread volatility and correlation as being detrimental to the net asset values (NAVs) of the ...