Dec 1, 2008 · A form of collateralized debt obligation (CDO) that invests in credit default swaps (CDSs) or other non-cash assets to gain exposure to a ...

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.

Nov 11, 2008 · The transaction that facilitates this is called a synthetic collateralized debt obligation or synthetic CDO for short. ... 2 « Derivative Dribble.

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

Structured finance instruments, such as CDOs, can be de- fined by three key characteristics: (i) pooling of assets; (ii) creating tranches of liabilities backed.

Dec 3, 2008 · Part 2: Scenario Analysis. So after we have all of our data, we can begin to construct a chart of how likely a given level of loss is. This is ...