In technical terms, the synthetic CDO is a form of collateralized debt obligation (CDO) in which the underlying credit exposures are taken using a credit default swap rather than by having a vehicle buy assets such as bonds. Synthetic CDOs can either be single-tranche CDOs or fully distributed CDOs.
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A synthetic CDO is one type of collateralized debt obligation. · It is structured with non-cash derivatives such as swaps, options, and insurance contracts.
Mar 30, 2017 · Understanding the synthetic CDO Goldman Mike Burry big short trade. Tracing the motivation for both buy and sell side of the trade.
Jul 18, 2016 · A synthetic CDO is basically a naked CDS, insurance sold on an underlying CDO that neither parties to the transaction have exposure to.
Dec 2, 2021 · Define synthetic collateralized debt obligation (CDO), as explained in the movie "The Big Short", focusing on its nature as an investment ...
Four Financial Instruments (The Big Short) - Mathieu Carlson
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A synthetic CDO is a CDO composed not of asset-backed securities (and thus loans, ultimately), but of credit default swaps (which are just insurance contracts, ...
Nov 10, 2023 · In the movie "The Big Short," the meaning of a synthetic CDO (Collateralized Debt Obligation) is explained through various scenes and dialogues.
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Posted: Mar 13, 2019
Posted: Mar 13, 2019
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May 26, 2016 · As a definition “A synthetic collateralize debt obligation, commonly called a synthetic CDO, seeks to generate income from swap contracts, ...
Dec 23, 2015 · A key instrument of this complex short was a collateralized debt obligation, or CDO. A CDO is a sort of mortgage-backed security on steroids.