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CDO Events of Default - It's All About the Cash Abridged from the October issue of CDO Perspectives, by Eric Banks and Matthew Tannin, researchers at Bear Stearns & Co.

The CDO market has witnessed increased downgrades in 2001 as structures have absorbed defaults in the collateral markets. Concern has been raised that weakness in the market value of CDO collateral may pose additional independent risks to investors beyond the reduced cash flows caused by defaulted assets. Some have...

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