随着合成CDO和信用违约掉期的创建，对这些资产的敞口增加了，并且投资者

With the synthetic CDO and credit default swaps to create a period of increased exposure to these assets, and investors are not aware of the risks of the underlying assets is much greater than they imagined. As homeowners defaulted mortgages, CDO rating agencies lowered the ratings, leading investment firms to inform investors that they will not be able to repay the funds.

With the creation of synthetic CDOs and credit default swaps, exposure to these assets has increased, and investors have not realised that the underlying assets are much more risky than they think. As homeowners defaulted on their mortgages, rating agencies downgraded cDO, prompting investment firms to notify investors that they would not be able to repay the money.

With the creation of synthetic CDOs and credit default swaps, exposure to these assets has increased, and investors are not aware that the risk of underlying assets is much greater than they think. As homeowners defaulted on their mortgages, rating agencies downgraded the CDO, causing investment companies to inform investors that they would not be able to repay the money.