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Deferred CDO Coupon Payment Valuation Model

descriptionPublicationkeyboard_double_arrow_right Presentation , Other literature type 28 Nov 2022 English Publisher:Zenodo
Authors: Lee, David;

doi: 10.5281/zenodo.7374179 , 10.5281/zenodo.7374178

Deferred CDO Coupon Payment Valuation Model

Abstract

The deferred CDO coupon payment valuation model serves the purpose of valuing the accumulated coupon payments held in a non-interest-bearing reserve account for a CDO trade. It is a part of the valuation model for a non-vanilla CDO structure called “rated equity.”

https://ia601408.us.archive.org/0/items/quanto-himalaya/QuantoHimalaya.pdf

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Deferred CDO Coupon Payment Valuation Model

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selected citations
These citations are derived from selected sources.
This is an alternative to the "Influence" indicator, which also reflects the overall/total impact of an article in the research community at large, based on the underlying citation network (diachronically).
BIP!Citations provided by BIP!
popularity
This indicator reflects the "current" impact/attention (the "hype") of an article in the research community at large, based on the underlying citation network.
BIP!Popularity provided by BIP!
influence
This indicator reflects the overall/total impact of an article in the research community at large, based on the underlying citation network (diachronically).
BIP!Influence provided by BIP!
impulse
This indicator reflects the initial momentum of an article directly after its publication, based on the underlying citation network.
BIP!Impulse provided by BIP!
views
OpenAIRE UsageCountsViews provided by UsageCounts
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