It stands for forward-starting CDO; a single-tranche CDO (an exotic CDO product) with a premium starting at a pre-specified time…

The spread that relates to the tranche of a CDO (collateralized debt obligation), in a securitized structure. The CDO tranche...

The upper tranche boundary that specifies, in addition to the lower tranche boundary (attachment point), a collateralized debt obligation tranche...

The lower tranche boundary that specifies, in addition to the upper tranche boundary (detachment point), a collateralized debt obligation tranche...

The tranche of a CDO (collateralized debt obligation) that has its own risk characteristics and loss-absorption priority (seniority). There are...

It stands for super senior tranche; a senior CDO tranche that ranks at the very top of a CDO (collateralized...

A synthetic CDO tranche in which the CDO investor doesn't pay the notional amount of the tranche at inception, that...

A senior CDO tranche that ranks at the very top of a CDO (collateralized debt obligation) issue. Given its utmost,...

A senior CDO tranche that ranks at the very top of a CDO (collateralized debt obligation) issue. Given its utmost,...

A layer of loss absorption in a collateralized debt obligation (CDO) or any similar structures that is positioned between the...