high yield portfolio hedging louise
hope alls well and you ' re enjoying life in houston . one of the projects my group ( enron credit - syndication ) , are currently working on is to try and originate , structure and place a high yield and / or emerging market cdo , which is made up of both enron risks and externally originated risks . the plan would be to provide a cost effective way for enron to hedge its credit exposure to riskier counterparties . i am not sure if enron north america has any of this type of exposure , but would be interested to talk to someone and find out if there is any way that we might be able to help your group . i attach a short presentation which outlines the rationale for what we are doing .
i am going to be in houston the week of the 17 th september and would appreciate a steer as to who would be the best person to speak to on this .
regards , robina
high yield portfolio hedging
louise
hope alls well and you ' re enjoying life in houston . one of the projects my group ( enron credit - syndication ) , are currently working on is to try and originate , structure and place a high yield and / or emerging market cdo , which is made up of both enron risks and externally originated risks . the plan would be to provide a cost effective way for enron to hedge its credit exposure to riskier counterparties . i am not sure if enron north america has any of this type of exposure , but would be interested to talk to someone and find out if there is any way that we might be able to help your group . i attach a short presentation which outlines the rationale for what we are doing .
i am going to be in houston the week of the 17 th september and would appreciate a steer as to who would be the best person to speak to on this .
regards , robina