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Questions about CDO and CMO
Thank you so much! very helpful!- cqbzxk
- Post #3
- Forum: P2.T6. Credit Risk Measurement & Management
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C
Questions about CDO and CMO
Hi David, I got a problem which has confused me for a long time, what's the difference between support tranche and equity tranche? Does it true that the senior tranche in CMO will not suffer any concentration risks and extension risks, since support tranche will cover first? but the senior...- cqbzxk
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- Replies: 2
- Forum: P2.T6. Credit Risk Measurement & Management