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Derivatives: Market Info and awareness
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Copyright: All materials on this site, unless otherwise specified, are sole intellectual property of Vinod Kothari and their reproduction in any form is a violation of copyright law.
Detachment point: In case of a tranche of a CDO, the point beyond which losses do not affect the tranche in question. For example, in case of a 4% - 7% tranche, losses in the pool beyond 7% of the total pool size do not affect investors in the tranche. Compare with attachment point.