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~institution:"Federal Reserve Board (Board of Governors of the Federal Reserve System)"
~language:"eng"
~person:"Gibson, Michael S."
~subject:"Risk"
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Gibson, Michael S.
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Federal Reserve Board (Board of Governors of the Federal Reserve System)
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Understanding the risk of synthetic CDOs
Gibson, Michael S.
-
Federal Reserve Board (Board of Governors of the …
-
2004
exposure to the
business
cycle, or as "
business
cycle risk." A mezzanine tranche, in particular, is highly sensitive to …
business
cycle risk. …
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