In relation to synthetic CDOs (collateralized debt obligations) where credit exposure is gained through credit default swaps (CDSs), it is...
A senior CDO tranche that ranks at the very top of a CDO (collateralized debt obligation) issue. Given its utmost,...
A CDO tranche that constitutes the most senior tranche of a CDO (collateralized debt obligation) issue. Given its seniority as...
A collateralized debt obligation (CDO) that has its pool of underlying debt obligations sliced up into tranches (CDO tranches). The...
Any acronym for collateralized bond obligation; a debt security that is collateralized (i.e., backed) by various types of debt obligations...
A debt security that is collateralized (i.e., backed) by various types of debt obligations like bonds and loans of varying...
A debt security that is collateralized (i.e., backed) by various types of debt obligations like bonds and loans of varying...
A synthetic structure that consists of a single tranche. It is simpler than a standard synthetic tranche and can be...
The fixed leg of a CDO tranche constitutes the regular payments that are proportional to the difference between the tranche...
The premium leg of a CDO tranche constitutes the regular payments that are proportional to the difference between the tranche...