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Showing results for q=q%3Dhttps%3A%2F%2Fen.m.wikipedia.org%2f Wiki%2F Synthetic CDO%2523 History
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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In finance, a credit derivative refers to any one of "various instruments and techniques designed to separate and then transfer the credit risk" or the risk ...
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Mar 1, 2020 · The last time the market witnessed a powerful rise in synthetic credit products, the featured structures were collateralized debt obligations ( ...
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A collateralized debt obligation is a product structured by a bank in which an investor buys a share of a pool of bonds, loans, asset-backed securities, and ...
Abstract. This paper points out a design flaw in Collateralized Debt Obligation or CDO, one of the heavily traded financial instruments by investment banks.
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