Static CDO Portfolio
From Open Risk Manual
Definition
Static CDO Portfolio. A portfolio where collateral of the CDO is fixed through the life of the CDO. The reference assets are bought and then are kept untouched for the term of the product.
Issues and Challenges
There are cases where badly performing assets may be sold off. These are not modeled at present and it's possible that a third type of CDO may be indicated where the portfolio manager has certain capabilities.
Disclaimer
This entry annotates a FIBO Ontology Class. FIBO is a trademark and the FIBO Ontology is copyright of the EDM Council, released under the MIT Open Source License. There is no guarantee that the content of this page will remain aligned with, or correctly interprets, the concepts covered by the FIBO ontology.
Facts about "Static CDO Portfolio"
| IsDefinedBy URI of an entity that is defined via an imported vocabulary. | https://spec.edmcouncil.org/fibo/ontology/SEC/Debt/AssetBackedSecurities/CDOs/index-en.html + |
