An application of CDS-implied ratings to synthetic CDOs

An application of CDS-implied ratings to synthetic CDOs


Previous Story       Next Story

How Moody's CDS-implied ratings for corporate reference names, together with an analytic CDO ratings model (CDOROM), can be used to derive CDS-implied tranche ratings for CDOs is examined by David Hamilton and Eugenia Fingerman of Moody's credit strategy group

Already registered?

Not yet registered? Join today to access SCI Content.