Collateralized Debt Obligation
GPTKB entity
Statements (52)
| Predicate | Object |
|---|---|
| gptkbp:instanceOf |
gptkb:financial_services_company
|
| gptkbp:abbreviation |
gptkb:CDO
|
| gptkbp:analyzes |
financial analysts
|
| gptkbp:canBe |
synthetic
cash |
| gptkbp:cashCDO |
uses actual loans or bonds
|
| gptkbp:composedOf |
bonds
loans mortgage-backed securities debt instruments |
| gptkbp:createdBy |
investment banks
|
| gptkbp:criticizedFor |
complexity
opacity contributing to financial instability |
| gptkbp:documentedIn |
prospectus
offering memorandum |
| gptkbp:firstIssueDate |
1987
|
| gptkbp:hasIssuer |
special purpose vehicle
|
| gptkbp:hasLegalStructure |
gptkb:company
gptkb:train |
| gptkbp:hasTranches |
equity tranche
mezzanine tranche senior tranche |
| https://www.w3.org/2000/01/rdf-schema#label |
Collateralized Debt Obligation
|
| gptkbp:marketParticipants |
insurance companies
hedge funds institutional investors pension funds |
| gptkbp:originatedIn |
gptkb:United_States
|
| gptkbp:purpose |
yield enhancement
risk diversification |
| gptkbp:rating |
credit rating agencies
|
| gptkbp:regulates |
gptkb:Financial_Industry_Regulatory_Authority
gptkb:Securities_and_Exchange_Commission |
| gptkbp:relatedTo |
gptkb:2007–2008_financial_crisis
subprime mortgage crisis mortgage-backed security asset-backed security |
| gptkbp:subject |
credit risk
market risk liquidity risk default risk |
| gptkbp:syntheticCDO |
uses credit default swaps
|
| gptkbp:trancheReturn |
equity tranche has highest return
senior tranche has lowest return |
| gptkbp:trancheRisk |
equity tranche has highest risk
senior tranche has lowest risk |
| gptkbp:usedIn |
finance
investment banking structured finance |
| gptkbp:bfsParent |
gptkb:CDO
|
| gptkbp:bfsLayer |
7
|