synthetic collateralized debt obligation

См. также в других словарях:

• collateralized debt obligation — ( CDO) (1) A multi tranche security with credit risk exposure to corporations. A securitization of corporate obligations. CDOs can be securitizations or re securitizations of commercial loans, corporate bonds, other types of ABSs, residential… …   Financial and business terms

• Collateralized debt obligation — Financial markets Public market Exchange Securities Bond market Fixed income Corporate bond Government bond Municipal bond …   Wikipedia

• Collateralized debt obligation — Ein forderungsbesichertes Wertpapier (englisch: „asset backed security“, kurz „ABS“) ist ein verzinsliches Wertpapier, welches Zahlungsansprüche gegen eine Zweckgesellschaft (englisch: „Special Purpose Vehicle“, kurz „SPV“) zum Gegenstand hat und …   Deutsch Wikipedia

• Collateralised debt obligation — Un CDO (pour collateralized debt obligation, en français : « obligation adossée à des actifs », est une structure de titrisation d actifs financiers de nature diverse. Il s agit de titres représentatifs de portefeuilles de créances …   Wikipédia en Français

• Constant Proportion Debt Obligation - CPDO — A type of synthetic collateralized debt instrument that is backed by a debt security index, such as an iTraxx index. CPDOs were first created by ABN AMRO in 2006, which sought to create a high interest bearing instrument that also contained the… …   Investment dictionary

• Synthetic CDO — A form of collateralized debt obligation (CDO) that invests in credit default swaps (CDSs) or other non cash assets to gain exposure to a portfolio of fixed income assets. Synthetic CDOs are typically divided into credit tranches based on the… …   Investment dictionary

• Synthetic CDO — A synthetic CDO is a collateralized debt obligation (CDO) in which the underlying credit exposures are taken on using a credit default swap rather than by having a vehicle buy physical assets. Synthetic CDOs can either be single tranche CDOs or… …   Wikipedia

• synthetic CDO — A CDO that uses credit default swaps rather than actual corporate obligations to create a pool of credit exposure. See collateralized debt obligation ( CDO) …   Financial and business terms

• Broad Index Synthetic Trust Offering - BISTRO — Proprietary name used by J.P. Morgan for creating collateralized debt obligations (CDOs) from credit derivatives. The Broad Index Secured Trust Offering (BISTRO) was introduced in 1997 and was the predecessor to the synthetic collateralized debt… …   Investment dictionary

• CDO — collateralized debt obligation (CDO) (1) A multi tranche security with credit risk exposure to corporations. A securitization of corporate obligations. CDOs can be securitizations or re securitizations of commercial loans, corporate bonds, other… …   Financial and business terms

• Credit derivative — In finance, a credit derivative is a securitized derivative whose value is derived from the credit risk on an underlying bond, loan or any other financial asset. In this way, the credit risk is on an entity other than the counterparties to the… …   Wikipedia