In general, it refers to a collateralization technique that enables an entity to make collateral available to a counterparty without...

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

A synthetic collateralized debt obligation (synthetic CDO) that has a fixed (static) reference portfolio until maturity. Once a sponsor constructs...

A collateralized debt obligation (CDO) that is a variation of a standard or vanilla CDO, but in which the underlying...

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...

In relation to synthetic CDOs (collateralized debt obligations) where credit exposure is gained through credit default swaps (CDSs), it is...

A collateralized debt obligation (CDO) that has its pool of underlying debt obligations sliced up into tranches (CDO tranches). The...

A securitized product (a type of collateralized debt obligations – CDOs) that originates obligations collateralized or backed by a pool…