Open AccessUnderstanding the Risk of Synthetic CDOs
Author(s) -
Michael S. Gibson
Publication year - 2004
Publication title -
finance and economics discussion series
Language(s) - English
Resource type - Journals
eISSN - 2767-3898
pISSN - 1936-2854
DOI - 10.17016/feds.2004.36
Subject(s) - collateralized debt obligation , tranche , synthetic cdo , notional amount , credit derivative , portfolio , bond , business , credit default swap , structured finance , credit risk , actuarial science , finance , economics , collateral , credit valuation adjustment , credit reference , financial crisis , macroeconomics