A tranche that has a small width. In other words, the the difference between its exhaustion percentage (detachment point) and...

The difference between the exhaustion percentage (detachment point) and the attachment percentage (attachment point). It represents the percentage of capital...

The spread that relates to the tranche of a CDO (collateralized debt obligation), in a securitized structure. The CDO tranche...

It stands for inverse floating rate tranche; a tranche that is created from the collateral tranche (in a CMO structure),...

It stands for inverse floating rate tranche; a tranche that is created from the collateral tranche (in a CMO structure),...

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

It stands for floating rate tranche; a CMO tranche (or a tranche in a similar structure) in which the monthly...

It stands for floating rate tranche; a CMO tranche (or a tranche in a similar structure) in which the monthly...

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

The coupon (interest) that a tranche carries as compensation for its holder (investor) commensurate to the risk profile of the...