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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.

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