債務擔保證券
債務擔保證券(),簡稱CDO,是一種信貸掛鈎票據形式的結構性投資產品,是一種包含有资产抵押债券(ABS),由債權组合構成的證券化商品。
金融市場與金融商品 |
---|
股票 |
債券 |
其他市場 |
衍生性金融商品 |
估價和理論 |
交易 |
相關領域 |
債務擔保證券于2000年至2007年间在金融业的广泛应用,其中被稱為合成債務擔保證券的產品(以和債權關聯的衍生產品代替債權本身)被認為給美国的房地产泡沫及其后次貸危機的加剧起了推波助澜的作用。
存在着把不同的CDO再加以包裝成CDO,被稱為CDO平方的產品。
外部連結
- How a CDO is like a bottle of Champagne. From Marketplace
- Global Pool of Money (NPR radio) 页面存档备份,存于
- The Story of the CDO Market Meltdown: An Empirical Analysis-Anna Katherine Barnett-Hart-March 2009-Cited by Michael Lewis in "The Big Short" Archived 2012-06-07 at WebCite
- Diagram and Explanation of CDO 页面存档备份,存于
- CDO and RMBS Diagram-FCIC and IMF
- What's a CDO? Interactive Graphic - December 2007 页面存档备份,存于
- "Investment Landfill" 页面存档备份,存于
- Portfolio.com explains what CDOs are in an easy-to-understand multimedia graphic 页面存档备份,存于
- The Making of a Mortgage CDO 页面存档备份,存于 multimedia graphic from The Wall Street Journal
- JPRI Occasional Paper No. 37, October 2007 Risk vs Uncertainty: The Cause of the Current Financial Crisis By Marshall Auerback 页面存档备份,存于
- How credit cards become asset-backed bonds. From Marketplace
- Vink, Dennis and Thibeault, André (2008). "ABS, MBS and CDO Compared: An Empirical Analysis" [[Journal of Structured Finance|The Journal of Structured Finance 页面存档备份,存于]
- "A tsunami of hope or terror?", Alan Kohler, Nov 19, 2008. 页面存档备份,存于
- Collateralized Debt Obligations at Wikinvest
This article is issued from Wikipedia. The text is licensed under Creative Commons - Attribution - Sharealike. Additional terms may apply for the media files.