Collateralized Bond Obligations (CBOs) were a form of CDOs that were more popular in the early 2000s. I am looking for:

  • Historical loss rates on their tranches (if available)
  • Whether historically any senior tranches experience losses
  • Information on their structure

I searched online and on google scholar and could only find high level information describing the securities. Any resource, paper or link you have would be greatly appreciated.


Your Answer

By clicking “Post Your Answer”, you agree to our terms of service, privacy policy and cookie policy

Browse other questions tagged or ask your own question.