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註釋
1. Paul N. Watterson, Jr. ,“ The Evolution of the CDO Squared ” ; The Journal of
Structured Finance, Spring ,“ Drill-Down Approach for Synthe 2005 Volume 11 Number 1. tic CDO Squared Transactions ”;
2. Kai Gilkes
RATINGSDIRECT , Standard & Poor’s.
3. Nomura Fixed Income Research ,“ CDO- Squared Demystified ” February 4, 2005.
4. Lang Gibson and Katie Lynch ,“ CDO of CDOs : Leveraging CDO Fund
Management ”; Merrill Lynch CDO Research 03, November 2006.
5. “ 香港 商 香港 上 海匯豐 銀行 股份 有限公司發行寶來證券及 華 僑銀行 2006-1 債
券資產證券 特殊 目的信 託 受益證券公 開 暨 說明書 ”, 2006 。
6. DerivativeFitch ,“ Tigris CDO 2007-1, Ltd./LLC―C ash Flow CDO of Structured
Finance CDOs ” , March 2007.
7. DerivativeFitch ,“ Magnolia Finance II plc ―Synthetic CDO of RMBS and
Structured Finance CDOs ” , March 2006.
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