Jul 12, 2010 · A CDO (Collateralized Debt Obligation) is a SIV (Structured Investment Vehicle) and is a portfolio of ABS. CDOs are the financial products of ...

CMO: A a repackaging of the repackaging, meaning essentially it's an MBS of an MBS: It is the collateralizing of previously collateralized collateralizables. It ...

Jun 1, 2008 · Yes - the text says a CDO can be based off MBS (among other things) I also wondered about the difference between the two though.

May 3, 2024 · Both prepayment options and call options shorten the effective duration of a bond; hence, lower interest rate risk than an equal-maturity, ...

Jan 2, 2016 · “or is it because the CDOs are make out of the crappy MBS tranches only so the 8% default rate is whiping out all the CDOs and CDO derivatives?”.

Jun 25, 2009 · Is it true to say that a CMO always equals a CDO, but a CDO does not always equal a CMO, depending up the pool of collateral in the CDO? 2.) Can ...

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 ...

May 19, 2008 · you mean due to negative convexity don't you? MBS are market directional because the value of the option rises and falls with interest rates ...