Matches in DBpedia 2016-04 for { <http://dbpedia.org/resource/Constant_proportion_debt_obligation> ?p ?o }
Showing triples 1 to 41 of
41
with 100 triples per page.
- Constant_proportion_debt_obligation abstract "A Constant proportion debt obligation (or CPDO) is a type of credit derivative sold to investors looking for exposure to credit risk. A CPDO is normally embedded in a note rated by a credit rating agency. CPDOs employ dynamic leveraging in a similar (but opposite) way to Credit CPPI trades.CPDOs are formed first by creating a SPV that issues a debt note. The SPV invests in an index of debt securities, commonly credit default swap indices such as CDX and iTraxx (in theory, this could be deal-specific, such as a bespoke portfolio of sovereign debt), similar to a CDO. The structure allows for continual adjustment of leverage such that the asset and liability spreads stay matched. In general this involves increasing leverage as when losses are taken, similar to a doubling strategy, in which one doubles one's bet at each coin toss until a win occurs. The investment index is periodically rolled, whereby the SPV must sell protection on the new index and buy back protection on the old index. In doing so, it incurs rollover risk, in that the leaving index may by priced much wider than the new index.".
- Constant_proportion_debt_obligation wikiPageExternalLink j.jbankfin.2009.12.005.
- Constant_proportion_debt_obligation wikiPageExternalLink abstract=1372414.
- Constant_proportion_debt_obligation wikiPageID "9460952".
- Constant_proportion_debt_obligation wikiPageLength "6415".
- Constant_proportion_debt_obligation wikiPageOutDegree "19".
- Constant_proportion_debt_obligation wikiPageRevisionID "702580618".
- Constant_proportion_debt_obligation wikiPageWikiLink ABN_AMRO.
- Constant_proportion_debt_obligation wikiPageWikiLink Basis_point.
- Constant_proportion_debt_obligation wikiPageWikiLink Bespoke_portfolio_(CDO).
- Constant_proportion_debt_obligation wikiPageWikiLink Category:Derivatives_(finance).
- Constant_proportion_debt_obligation wikiPageWikiLink Collateralized_debt_obligation.
- Constant_proportion_debt_obligation wikiPageWikiLink Constant_proportion_portfolio_insurance.
- Constant_proportion_debt_obligation wikiPageWikiLink Credit_default_swap_index.
- Constant_proportion_debt_obligation wikiPageWikiLink Credit_derivative.
- Constant_proportion_debt_obligation wikiPageWikiLink Credit_rating.
- Constant_proportion_debt_obligation wikiPageWikiLink Credit_rating_agency.
- Constant_proportion_debt_obligation wikiPageWikiLink Credit_risk.
- Constant_proportion_debt_obligation wikiPageWikiLink Government_debt.
- Constant_proportion_debt_obligation wikiPageWikiLink ITraxx.
- Constant_proportion_debt_obligation wikiPageWikiLink Libor.
- Constant_proportion_debt_obligation wikiPageWikiLink Martingale_(betting_system).
- Constant_proportion_debt_obligation wikiPageWikiLink Moodys_Investors_Service.
- Constant_proportion_debt_obligation wikiPageWikiLink Net_asset_value.
- Constant_proportion_debt_obligation wikiPageWikiLink Special_purpose_entity.
- Constant_proportion_debt_obligation wikiPageWikiLinkText "Constant proportion debt obligation".
- Constant_proportion_debt_obligation wikiPageWikiLinkText "constant proportion debt obligation".
- Constant_proportion_debt_obligation wikiPageUsesTemplate Template:Citation_needed.
- Constant_proportion_debt_obligation wikiPageUsesTemplate Template:Cl-span.
- Constant_proportion_debt_obligation wikiPageUsesTemplate Template:Reflist.
- Constant_proportion_debt_obligation subject Category:Derivatives_(finance).
- Constant_proportion_debt_obligation hypernym Type.
- Constant_proportion_debt_obligation type Market.
- Constant_proportion_debt_obligation type Redirect.
- Constant_proportion_debt_obligation comment "A Constant proportion debt obligation (or CPDO) is a type of credit derivative sold to investors looking for exposure to credit risk. A CPDO is normally embedded in a note rated by a credit rating agency. CPDOs employ dynamic leveraging in a similar (but opposite) way to Credit CPPI trades.CPDOs are formed first by creating a SPV that issues a debt note.".
- Constant_proportion_debt_obligation label "Constant proportion debt obligation".
- Constant_proportion_debt_obligation sameAs Q5163664.
- Constant_proportion_debt_obligation sameAs m.0289ry2.
- Constant_proportion_debt_obligation sameAs Q5163664.
- Constant_proportion_debt_obligation wasDerivedFrom Constant_proportion_debt_obligation?oldid=702580618.
- Constant_proportion_debt_obligation isPrimaryTopicOf Constant_proportion_debt_obligation.