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

28 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 ...

Please take a trial or subscribe to access this content.

Contact our subscriptions team to discuss your access: subs@globalcapital.com

Or sign up for a trial to gain full access to the entire site for a limited period.

Free Trial

Corporate access

To discuss GlobalCapital access for your entire department or company please contact our subscriptions sales team at: subs@globalcapital.com or find out more online here.