A collateralized debt obligation squared is a special purpose vehicle (SPV) with securitization payments backed by CDO tranches.
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What is a collateralized debt obligation squared cdo2?
A collateralized debt obligation cubed (CDO-cubed) is a derivative security backed by a collateralized debt obligation squared (CDO-squared) tranche.
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Hu (2007) argues that the changing distribution of CDO assets and the different credit cycles to which these assets have been subjected make it difficult to ...
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