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Exhaustion Point

The upper tranche boundary that specifies, in addition to the lower tranche boundary (attachment point), a collateralized debt obligation tranche...

    Detachment Point

    The upper tranche boundary that specifies, in addition to the lower tranche boundary (attachment point), a collateralized debt obligation tranche...

      LTLSS Tranche

      A leveraged super senior tranche (LSS tranche) (a synthetic collateralized tranche) that is associated with a loss trigger. More specifically,...