Related by context. Frequent words. (Click for all words.) 60 ABACUS 51 collateralized debt obligation 49 collateralized debt obligations 46 Tourre 45 backed securities 45 Abacus 45 Fabrice Tourre 43 collateralized debt obligations CDOs 43 CDOs 41 collateralised debt obligations 40 securitized 38 CDSs 37 derivative 37 subprime mortgages 35 collateralized mortgage 35 CDO 34 risky subprime mortgages 33 derivatives 33 counterparties 32 plain vanilla 32 LTCM 32 High Grade Structured 32 securitizing 32 securitizations 32 Variable annuities 32 SIVs 31 IKB 31 collateralized loan 31 subprime mortgage 31 securitization 31 zero coupon 31 illiquid 31 quants 31 credit default swaps 30 PPIP 30 securitisations 30 callable 30 SIV 30 TALF 30 RMBS 30 securities 29 illiquid securities 29 subprime loans 29 C BASS 29 synthetically 29 mispricing 29 subprime 29 securitize 29 Structured 29 c Copyright Thomson Reuters 28 counterparty 28 highly leveraged 28 Keydata 28 riskiness 28 tranches 28 Derivatives 28 Financial Crisis Inquiry 28 IKB Deutsche Industriebank AG 28 Primus Financial 28 mispriced 28 monoline insurers 28 variable annuities 28 default swap 27 collateralized 27 moral hazard 27 securitized loans 27 paydown 27 Agency MBS 27 Securitization 27 HFT 27 obligors 27 ETNs 27 CMBS 27 subprime RMBS 27 monolines 27 structured finance 26 illiquid assets 26 Chief Executive Lloyd Blankfein 26 Securities Loan Facility 26 hybrid adjustable 26 subprime meltdown 26 Blankfein 26 sub prime 26 CLOs 26 Credit default swaps 26 unfunded commitments 26 Hedge funds 26 Adjustable rate 25 leveraged ETFs 25 Structured Finance 25 Viniar 25 Subprime mortgages 25 underwrote 25 derivative instruments 25 hedge funds 25 option ARMs 25 collateral 25 MBS 25 CDS 25 soured mortgages 25 Tannin