A collateralized debt obligation (CDO) created for a specific group of investors. A CDO is a security backed by a pool of bonds, loans, and other assets. A bespoke CDO is designed to meet the investment needs of a particular client. It allows an investor to target a specific risk/return profile.
Related information about bespoke CDO:
- Bespoke CDO Definition | Investopedia
A type of collateralized debt obligation (CDO) that a dealer creates for a specific group of investors. The CDO is structured according to the investors' needs.
- Bespoke CDO or bespoke tranche
A synthetic CDO in which the investor chooses the names in the reference portfolio, the attachment and detachment points, and...
- Pricing of Bespoke CDOs
Jul 17, 2008 ... In this research we investigate different bespoke CDO pricing methods and models. Four mapping methods rooted in the one factor Gaussian ...
- Valuing CDOs of bespoke portfolios with implied multi-factor models
model is used to price “bespoke” CDO tranches, whose prices are unobserved in the market. We refer to bespoke tranches when: 1) the underlying portfolio and ...
- Implied Multi-Factor Model for Bespoke CDO Tranches and ... - arXiv
Oct 14, 2009 ... bespoke CDO tranches, with a particular attention to bespokes that need to be mapped onto more than one reference portfolio. The only user ...
- Consistent Valuation of Bespoke CDO Tranches
Downloadable! This paper describes a consistent and arbitrage-free pricing methodology for bespoke CDO tranches. The proposed method is a multi-factor ...
- What is bespoke CDO? definition and meaning
Definition of bespoke CDO: A collateralized debt obligation (CDO) created for a specific group of investors. A CDO is a security backed by a pool of bonds, loans, ...
- Consistent Valuation of Bespoke CDO Tranches by Yadong Li :: SSRN
Mar 30, 2010 ... This paper describes a consistent and arbitrage-free pricing methodology for bespoke CDO tranches. The proposed method is a multi-factor ...