A CCO Primer

A collateralized commodity obligation consists of commodity risk repackaged into a synthetic CDO structure.

  • 27 Apr 2007
A collateralized commodity obligation consists of commodity risk repackaged into a synthetic CDO structure. The main difference to a traditional synthetic CDO is the CCO investors are exposed to commodity prices rather than the bankruptcy, failure to pay and restructuring credit events associated with synthetic CDOs. The CCOs ...

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GlobalCapital European securitization league table

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2 Rabobank 12.61
3 Morgan Stanley 10.27
4 Barclays 7.86
5 Natwest Markets (RBS) 7.15

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1 Bank of America Merrill Lynch 18,561.02 56 11.69%
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3 JPMorgan 12,092.45 38 7.62%
4 Citi 11,878.92 43 7.48%
5 Credit Suisse 9,276.87 26 5.84%