An application of CDS-implied ratings to synthetic CDOs

An application of CDS-implied ratings to synthetic CDOs

Wednesday 20 February 2008 00:00 London/ 19.00 (- 1 day) New York/ 08.00 Tokyo

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

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