Securitisation and The Collateralised Debt ObligationThe Synthetic CDOAssessing The Genesis of The Synthetic CDOSynthetic CDO Deal StructuresThe Managed Synthetic CDOThe Single-Tranche Synthetic CDOHypothetical Pricing ExampleCase StudiesLiquidity, Defaults and Credit Rating: Interrelated Beasts During The Market Crisis of 2007Appendix 13.1 Hypothetical Deal Term SheetAppendix 13.2 The Moody’s Diversity ScoreReferences