A collateralized debt obligation (CDO) is a complex structured finance product that is backed by a pool of loans and other assets and sold to institutional investors. A CDO is a particular type of derivative because, as its name implies, its value is derived from another underlying asset.
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A collateralized debt obligation cubed (CDO-cubed) is a derivative security backed by a collateralized debt obligation squared (CDO-squared) tranche.
A synthetic CDO is a variation of a CDO (collateralized debt obligation) that generally uses credit default swaps and other derivatives to obtain its ...
CDOs can be cashflow CDOs (referencing real assets) or synthetic CDOs (referencing credit derivatives, such as CDS) or hybrid CDOs (a mix of cashflow and ...
Duration: 12:33
Posted: May 5, 2019
Posted: May 5, 2019
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The CDO is "sliced" into sections known as "tranches", which "catch" the cash flow of interest and principal payments in sequence based on seniority. If some ...
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Collateralized debt obligation (CDO) (video) - Khan Academy
www.khanacademy.org › cdo-tutorial › c...
Duration: 9:44
Posted: May 1, 2011
Posted: May 1, 2011
Jan 7, 2022 · A CDS is a derivative contract for banks to offload single name risk. For example, if a bank had a lot of exposure to a single entity the they ...
Synthetic CDOs invest in derivatives, while regular CDOs invest in bonds, mortgages, and loans. CLOs are a subset of CDOs that gather debt from different ...
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Jan 4, 2024 · Describe a credit derivative credit default swap (CDS) total return swap and collateralized debt obligation (CDO). Explain how to account ...