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We show how to restructure the counterparty risk faced by the originator of asecuritization or covered bond arising from an interest rate hedging swapassisted by a "one-way" collateral agreement. This risk emerges when the swapis negotiated between the special purpose vehicle and a third party that coversitself through a back-to-back swap with the originator. We show that thecounterparty risk of the originator may be removed by adding a chain ofback-to-back credit derivatives between the three parties (originator,counterparty and vehicle).

Restructuring the "one-way CSA" counterparty risk in a CDO