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Complete Case details are given below :
Case Name : Enron Corp.: Credit Sensitive Notes
Authors : Sanjiv Das, Stephen Lynagh
Discipline : Finance
Case Length : 16 pages
Solution sample availability : YES
Plagiarism : NO (100% Original work)
Description for case is given below :
This case investigates an innovative bond issue by Enron. The coupon on the bond is indexed to the company's credit rating, making it a credit derivative structure.
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