The simplest version of a tranche. That is, a tranche that has no extra features other than its basic form....
The simplest version of a tranche. That is, a tranche that has no extra features other than its basic form....
The simplest version of a tranche. That is, a tranche that has no extra features other than its basic form....
An option on a CDS tranche. It gives the holder the right, but without the obligation, to buy or sell...
An option on a tranche. It gives the holder the right, but without the obligation, to buy or sell an...
An acronym for single-tranche collateralized debt obligation; a synthetic structure that consists of a single tranche. It is simpler than…
It stands for tranche thickness loss multiple; in relation to a tranche and tranche thickness, it is the loss coverage...
In relation to a tranche and tranche thickness, it is the loss coverage multiple defined by dividing the tranche thickness...
A measure of how much of losses a tranche can absorb as part of the overall securitized structure. It is...
A tranche that has a big width. In other words, the the difference between its exhaustion percentage (detachment point) and...
