A synthetic structure that consists of a single tranche. It is simpler than a standard synthetic tranche and can be…

The fixed leg of a CDO tranche is the present value of the amount of principal (capital) that the protection...

The premium leg of a CDO tranche is the present value of the amount of principal (capital) that the protection...

An acronym for single-tranche collateralized debt obligation; a synthetic structure that consists of a single tranche. It is simpler than…

The CDO tranche spread that is defined by a number of factors, mainly including: attachment point, tranche width, swap maturity,...

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

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

A synthetic structure that consists of a single tranche. It is simpler than a standard synthetic tranche and can be…

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

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