A variation of collateralized debt obligations (CDOs) in which the exposure to the default swap is divided into tranches (small...

A credit derivative (originally a collateralized debt obligation) whereby the credit risk on a reference portfolio is transferred between the...

An abbreviation for collateralized debt obligation; a debt security that is collateralized (i.e., backed) by various types of debt obligations...

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

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