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Cash Flow CDO

A cash CDO in which the underlying collateral pool generates sufficient cash flows to pay the stated coupon and principal…

SS Tranche

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

Unfunded Super Senior Tranche

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

Super Senior Tranche

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

Super Senior CDO Tranche

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

Senior CDO Tranche

A CDO tranche that constitutes the most senior tranche of a CDO (collateralized debt obligation) issue. Given its seniority as...

Senior Tranche

A layer of loss absorption in a collateralized debt obligation (CDO) or any similar structures that is exposed to lowest...

STCDS

It stands for standardized tranche credit default swap; a type of first loss credit default swaps (FLCDS) or tranche loss...

Synthetic CDO

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