RT Journal Article SR Electronic T1 A General Review of CDO Valuation Methods JF The Journal of Structured Finance FD Institutional Investor Journals SP 14 OP 21 DO 10.3905/jsf.2006.644150 VO 12 IS 2 A1 Jeffrey T Prince YR 2006 UL https://pm-research.com/content/12/2/14.abstract AB Many investors rely on third-party (dealer) valuation of their CDO positions to satisfy accounting regulations, but there is ambiguity around how the values are derived. This article is intended to clarify the valuation process. In the article, three common CDO valuation techniques are reviewed: net asset value (NAV) analysis, cash flow analysis, and comparables analysis. Frequently asked questions are answered at the end of the article.TOPICS: CLOs, CDOs, and other structured credit, fundamental equity analysis, statistical methods