A collateralized debt obligation (CDO) is a complex structured finance product that is backed by a pool of loans and other assets and sold to institutional investors. A CDO is a particular type of derivative because, as its name implies, its value is derived from another underlying asset.
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Duration: 4:19
Posted: May 5, 2012
Posted: May 5, 2012
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The CDO is "sliced" into sections known as "tranches", which "catch" the cash flow of interest and principal payments in sequence based on seniority. If some ...
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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.
A synthetic CDO is a variation of a CDO (collateralized debt obligation) that generally uses credit default swaps and other derivatives to obtain its ...
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A. Collateralized Debt Obligations (CDOs) are simple financial tools, used by individuals to keep track of their mortgages and loans. They pool these personal ...
May 10, 2022 · They were CDOs created by pooling the mezzanine or middle tranches of subprime mortgage-backed securities. Q: These are CDOs made up of tranches ...
This paper addresses the risk analysis and market valuation of collateralized debt obli- gations (CDOs). We illustrate the effects of correlation and ...
Duration: 1:56
Posted: Mar 19, 2020
Posted: Mar 19, 2020
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CDOs are called 'collateralized' because the repayment that is offered on the underlying assets is the collateral that gives the value to the collateralized ...