CDO Reference Obligation
CDO Reference Obligation. A CDS Reference Obligation specifically defined for and referenced in a Synthectic CDO.
Issues and Challenges
Facts that distinguish this from Reference Obligation in general: This is basically the same concept but the reference obligation is subsequently used to define the constituents of a synthetic CDO portfolio. That is, the instrument which is the Reference Obligation becomes a member of that portfolio (REVIEW this - isn't it that sometimes different instruments are used instead? Need to clarify on this. What then is the relationship between the CDS Reference Obligation and the Synthetic CDO Pool constituent
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