Examples of CDO in a sentence
Because hedging CDO tranches always involves a view how the correlation between the credit risk of single names evolves it has been customary to talk about correlation trading in this context.
Subordination defines the level of defaults in the reference portfolio after which further defaults will create a credit loss for the investor in the CDO tranche.
Therefore, we employ a second variable that excludes all CLOs (both arbitrage and balance sheet) and CBOs from CDO issuance, and we refer to it as CDO Ex- CLO/CBO.
At the same time, we welcomed to campus UF’s new Chief Diversity Officer (CDO), Dr. Marsha McGriff.
However, an unobserved omitted factor cannot explain a possible bank level correlation between LBO lending and CDO underwriting.D. The Fraction of Loan Financing from Institutional Investors A possible omitted variables concern that remains relates to the possibility of time-varying risk aversion of banks.