# Credit Portfolio CDO Model

Structure credit default swap portfolios into tranches with stress-tested waterfall payouts.

- Canonical: https://finamodel.com/templates/credit-portfolio-cdo
- Download (.xlsx): https://finamodel.com/templates/credit-portfolio-cdo.xlsx
- Category: Credit
- Model type: Portfolio
- Difficulty: Advanced
- Audiences: Credit & risk, Fund managers
- Tags: Securitization, CDO, Waterfall, Stress testing

## Related templates

- [Collateral Pool Model](https://finamodel.com/templates/collateral-pool)
- [ABS CLO Model](https://finamodel.com/templates/abs-clo)
- [Loan Portfolio CDR Model](https://finamodel.com/templates/loan-portfolio-cdr)
