of Credit Derivatives
Derivatives: Market Info and awareness
Our other sites:
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.
Synthetic rated over-collateralization: A measure adopted by rating agency Standard and Poor’s whereby it assumes certain level of losses (different levels are assumed for different ratings), and having taken such losses out, it computes whether there is over-collateralisation at a particular tranche level. Commonly used to understand how safe a particular liability of a CDO is.