Collateralized Debt Obligations and Structured Finance : New Developments in Cash and Synthetic Securitization

Author: Janet M. Tavakoli
List Price: $79.95
Our Price: Click to see the latest and low price
ISBN: 0471462209
Publisher: John Wiley & Sons (15 August, 2003)
Sales Rank: 3,862
Average Customer Rating: 4.23 out of 5

Customer Reviews

Rating: 5 out of 5
Collateralized Debt Obligations & Structured Finance
This book combines expertise and readability in the style of Tavakoli's "Credit Derivatives". I would expect it to become a classic in this market as is her other book in the credit derivatives market. This book has particularly nice coverage on SPEs. Her explanation of the evolution of CDOs from balance sheet deals to arbitrage deals includes lots of practical examples and clear graphics.

Tavakoli's insights are especially valuable when highlighting caveats introduced by the rapid growth of credit derivatives technology in structured finance. She recommends structural approaches to getting fair value for both structurers and investors. Much of the information on synthetics is new material, and losses that are just now being realized in the market place might have been avoided had this book been available six months ago.

Tavakoli also predicts products that will wane and the products that will experience a growth spurt - such as the secured trust -in the Basel 2 environment.


Rating: 5 out of 5
Authoritative and Clear Account of Structured Finance
I noticed the same reviewer seems to have posted multiple negative reviews for this book and Tavakoli's credit derivatives book. One of the reviews echoes the words of a fellow who is coming out with his own books on these subjects, so there may be a motive of self-interest. In that respect the one and two star reviews may be a form of envious homage.

I'm a 5-year veteran in credit derivatives trading. I hedge synthetic collateralized debt obligations (CDOs) and manage the risk for single tranche CDOs. I was very glad to receive this book and like it as much as Tavakoli's book on credit derivatives. Tavakoli clearly defines terms. She then clearly explains the products. There are many aspects of the structuring I wasn't aware of that are explained as an entertaining read in this book. Our structuring group liked this book as much as I did, and bought copies for everyone on the desk, and bought copies for customers.

I work for one of the well managed banks that has been providing good value for customers, but I was happy to see Tavakoli talk about how customers have often been ripped-off and she suggests how customers can avoid this - for instance by dealing with my bank. I liked the way the various structures are explained from the bottom up. Tavakoli makes it seem easy to understand the various complex components and the structural options.

The section on language and gaming is especially important. The debate on deal managers both for and against, and the inconsistency of the rating agencies both internally and externally is clearly explained. That isn't necessarily a bad thing, since we want rating agencies to take independent views, but it is important to realize that discrepancies in the approach to rating structured products exist. Tavakoli did an excellent job of explaining this so that there are no misunderstandings.

I also enjoyed the account of non-CDO structured finance products, since I may gravitate to the structuring side of the business in future.


Rating: 5 out of 5
Required Reading
Collateralized Debt Obligations should be required reading for investors in the CDO market. Tavakoli gives a thorough overview of the market and explains the relative value traps and opportunities. Tavakoli explains several different kinds of possible structures in which cash flows can be diverted to either the detriment or the benefit of investors. The recommendations for the structural protections that investors should ask for repay the cost of the book - and the valuable time you take to read it - several thousand fold.

Rating agencies have a difficult time rating tranches of several structures and as an investor, I wasn't aware of these discrepancies before. This book makes major strides in improving transparency in structured finance.

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