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 41.30
2 Rabobank 35.35
3 Morgan Stanley 11.45
4 BNP Paribas 5.95
4 Credit Agricole 5.95

Bookrunners of Global Structured Finance

Rank Lead Manager Amount $m No of issues Share %
  • Last updated
  • 23 Jan 2017
1 CITIC Securities 1,560.67 2 10.70%
2 SG Corporate & Investment Banking 1,445.74 4 9.92%
3 Wells Fargo Securities 1,187.61 3 8.15%
4 Rabobank 1,081.86 1 7.42%
5 Bank of America Merrill Lynch 831.08 4 5.70%