A leveraged super senior tranche (LSS tranche) in the tranche notional is synthetically leveraged using a pool of synthetic assets…
A leveraged super senior tranche (LSS tranche) (a synthetic collateralized tranche) that is associated with a loss trigger. More specifically,...
A super-senior tranche in which only a part of the tranche notional is paid by the holder. In other words,...
It stands for leveraged super senior tranche; a super-senior tranche in which only a part of the tranche notional is...