A synthetic CDO is a variation of a CDO (collateralized debt obligation) that generally uses credit default swaps and other derivatives to obtain its ...

A synthetic CDO is a collateralized debt obligation that invests in credit default swaps or other non-cash assets to gain exposure to fixed income.

CDO collateral became dominated by high risk (BBB or A) tranches recycled from other asset-backed securities, whose assets were usually subprime mortgages.

CDO-Squared · Asset-backed security · Tranche

Single-tranche CDO or bespoke CDO is an extension of full capital structure synthetic CDO deals, which are a form of collateralized debt obligation.

As a definition “A synthetic collateralize debt obligation, commonly called a synthetic CDO, seeks to generate income from swap contracts, options, ...

A collateralized debt obligation (CDO) is a complex financial product backed by a pool of loans and other assets and sold to institutional investors.

Synthetic CDOs are made up of assets which are reference entities or credit default swaps. Instead of receiving principal and interest they receive credit ...

The relatively small amount of high-yield synthetic CDOs reflects the lack of liquidity in the high-yield segment of the single-name credit default swap market.