Aug 23, 2022 · CLO is backed by corporate while CDO is backed by mortgage. So when there is a recovering and spread narrow how are CLO more sensitive to it ...
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People also ask
What is the difference between CLO and CDO?
What is the difference between a CDO and a CMO?
Spread risk is the risk of deterioration in credit rating and therefore decrease in value of a bond due to spread rising. For example, if rating goes from ...
CDOs and CDSs are pluralised abbreviations. Therefore one should not use an apostrophe. “CDO's” means of or belonging to a CDO. “The CDO's equity tranche is ...
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Since all the L3 people are doing it… Tell me your favorite type of cdo: cash flow or synthetic? Also anybody know if when a cdo is overcollateralized and ...
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May 19, 2018 · The spread duration is affected by time to maturity as well as overall credit risk. Think of a 10 year IG spread widening from 100bps to 200bps ...
I have to clear this up cause I get confused: 1. MBS: Debt-securities with pools of debt obligations as collateral like passthroughs and mortgage bonds.
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Nov 13, 2021 · In general, my understanding is, if the question specifies that the short term neutral rate is “real”, we add the expected inflation and if it's ...
Apr 29, 2014 · So, my excess spread is: $10 - $80 * 6% = $5.2. my return is: $5.2/$20 = 26% (or, 5 times leverage times excess spread). The senior gets paid ...
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