Understanding the Risk of Synthetic CDOs

Preprint

1 January 2004

preprint
Published by Elsevier in SSRN Electronic Journal

https://doi.org/10.2139/ssrn.596442

Abstract

Synthetic collateralized debt obligations, or synthetic CDOs, are popular vehicles for trading the credit risk of a portfolio of assets. Following a brief summa

Keywords

CREDIT DERIVATIVES
CREDIT RISK
COLLATERALIZED DEBT OBLIGATION

All Related Versions

Version 1, 2004-01-01, RePEc (Unconfirmed version)

This publication has 6 references indexed in Scilit:

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