Comments on: Report on Special Purpose Entities http://www.aleablog.com/report-on-special-purpose-entities/ Alea Jacta Est Mon, 12 Jul 2010 20:04:31 +0000 hourly 1 http://wordpress.org/?v=3.0 By: jck http://www.aleablog.com/report-on-special-purpose-entities/#comment-3475 jck Wed, 30 Sep 2009 20:16:48 +0000 http://www.aleablog.com/?p=4257#comment-3475 Not really comparable. CDO^2 are a small subset of CDOs and I don't think SIFMA disaggregate the structured finance data to that level of granularity (but not sure, would need to check). Not really comparable. CDO^2 are a small subset of CDOs and I don’t think SIFMA disaggregate the structured finance data to that level of granularity (but not sure, would need to check).

]]> By: acc http://www.aleablog.com/report-on-special-purpose-entities/#comment-3474 acc Wed, 30 Sep 2009 18:59:03 +0000 http://www.aleablog.com/?p=4257#comment-3474 Hi jck, Thank you for this link. I'm curious: Do you think that the SIFMA data on CDOs with structured finance collateral are roughly comparable to the BIS data (App. 4) on CDO^2 (which includes ABS CDO) with the exception that the latter includes unfunded tranches and the former does not? Or are these data series not really comparable? Hi jck,

Thank you for this link. I’m curious: Do you think that the SIFMA data on CDOs with structured finance collateral are roughly comparable to the BIS data (App. 4) on CDO^2 (which includes ABS CDO) with the exception that the latter includes unfunded tranches and the former does not? Or are these data series not really comparable?

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