After the financial crisis, many banks reduced their holdings of CDOs to limit risk.

I'm flying to CDO next week for a conference on sustainable tourism.

The bank reassessed the risk profile of the CDO after the market downturn.

During the financial crisis, many investors discovered that a CDO-squared could be far riskier than it appeared because it was essentially composed of other debt obligations.

The bank's risk team reviewed the CDO-cubeds to assess exposure to structured-credit volatility.

The report explicitly defines CDO cubed as an alternative form of the third-power CDO notation.

Investors were blindsided by the collapse of a CDO-cubed that funneled default risk through multiple layers of structured products.

The research team analyzed the performance metrics of several CDO cubeds in different market conditions.

After the meeting, the portfolio manager decided to avoid CDO squared because the ratings were unclear.

During the seminar, analysts debated how several CDO squareds might affect systemic risk in complex portfolios.