ABN Amro readies latest CPDO, Merrill Lynch is first to follow

29 Sep 2006

ABN Amro is close to pricing a second series of notes from the new constant propoertion debt obligation structure it unveiled last month, called SURF.

The constant proportion debt obligation (CPDO) platform is a hybrid of CDO and credit constant proportion portfolio insurance (CPPI) technology (See EuroWeek 968).

Two tranches ...

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