tag:blogger.com,1999:blog-5951375.post113150197192839423..comments2023-10-03T10:31:50.038-04:00Comments on Magmasystems Blog: Index and Bespoken Tranchesmarchttp://www.blogger.com/profile/09487180059998380922noreply@blogger.comBlogger2125tag:blogger.com,1999:blog-5951375.post-1131533398051059632005-11-09T05:49:00.000-05:002005-11-09T05:49:00.000-05:00Basically, it's a basket of a basket... or a baske...Basically, it's a basket of a basket... or a basket or indexes.marchttps://www.blogger.com/profile/09487180059998380922noreply@blogger.comtag:blogger.com,1999:blog-5951375.post-1131512583925579452005-11-09T00:03:00.000-05:002005-11-09T00:03:00.000-05:00From : http://www.answers.com/topic/collateralized...From : http://www.answers.com/topic/collateralized-debt-obligations<BR/><BR/>CDOs squared<BR/><BR/>More complex CDO structured have developed where each underlying credit risk is itself another CDO tranche or Asset Backed Security. These CDOs are typically referred to as CDOs-squared and may contain many references to the same underlying credit risk so are very difficult to price and risk manage.Anonymousnoreply@blogger.com