AAA CDO Risk Compounded In Recent Issues

Recent vintage high grade structured finance collateralized debt obligations have as much as 30% of their portfolios invested in tranches of other, both high-grade and mezzanine Derivative Fitch-rated CDOs, said John Schiavetta, managing director.

  • 18 Oct 2007

--Aaron Johnson

Recent vintage high grade structured finance collateralized debt obligations have as much as 30% of their portfolios invested in tranches of other, both high-grade and mezzanine Derivative Fitch-rated CDOs, said John Schiavetta, managing director. “We think there is a significantly raised risk in a number of AAA ...

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GlobalCapital European securitization league table

Rank Lead Manager/Arranger Share % by Volume
1 Societe Generale 15.35
2 Rabobank 14.41
3 Morgan Stanley 11.73
4 Barclays 8.99
5 Credit Agricole 7.57

Bookrunners of Global Structured Finance

Rank Lead Manager Amount $m No of issues Share %
  • Last updated
  • 27 Feb 2017
1 Wells Fargo Securities 11,897.40 33 11.83%
2 Bank of America Merrill Lynch 9,837.56 29 9.78%
3 Citi 9,714.54 32 9.66%
4 JPMorgan 7,997.38 24 7.95%
5 Credit Suisse 6,335.67 14 6.30%