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Credit Downgrade Trigger

An action that is triggered by a credit downgrade, i.e., a reduction of, or negative change in, credit rating of...

Credit Downgrade

A reduction of, or negative change in, credit rating of a firm/ a security/ an issue (or a borrower) from...

Credit Enhancement

A method/ technique whereby an entity can lower the credit risk of securities that are created and issued on a...

Cross Subordination

A mechanism whereby various bespoke CDOs (bespoke tranches) can share the total subordination provided by the whole set of bespoke...

Call Feature

The right of the issuer of a convertible to redeem it before maturity at a prespecified price. The call price...

Convertible Security

A financial security that gives its holder (an investor) the right to convert it into another security issued (or to...

CDO Index Tranche

A synthetic collateralized debt obligation (synthetic CDO) that is based on a CDS index, where each tranche is associated with...

Conduit CMBS Loan

A type of commercial mortgage loan that is pooled with other similar commercial loans, and packaged/ securitized (by means of...

Classic Tranche

The simplest version of a tranche. That is, a tranche that has no extra features other than its basic form....

Conduit Loan

A type of commercial mortgage loan that is pooled with other similar commercial loans, and packaged/ securitized (by means of...