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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CDO collateral became dominated by high risk (BBB or A) tranches recycled from other asset-backed securities, whose assets were usually subprime mortgages.
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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.
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CDO-Squared is a collateralized debt obligation backed primarily by the tranches issued by other CDOs. These instruments became popular before the financial ...
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Mar 1, 2020 · CDS contracts referencing specific residential and commercial mortgage-backed securities acted as the collateral for many synthetic CDOs.
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Single-tranche CDO or bespoke CDO is an extension of full capital structure synthetic CDO deals, which are a form of collateralized debt obligation.
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[PDF] THE CDO MACHINE - Financial Crisis Inquiry Commission
fcic-static.law.stanford.edu › fcic_fi...
Synthetic CDOs were complex paper transactions involving credit default swaps. Unlike the traditional cash CDO, synthetic CDOs contained no actual tranches of.
The first synthetic CDO deals were done by banks in 1997. 2. These “bank balance sheet” deals were motivated by either a desire to hedge credit risk, a ...
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