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S&P Credit Research2222 word report
published Nov 06, 2009
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S&P Credit Research
| Abstract: | 1. Standard&Poor's Ratings Services is clarifying its assumptions relating to the corporate credit rating transition matrix, which is consistent with the corporate default table in CDO Evaluator 5.0, our analytical tool for estimating the defaults and losses of collateralized debt obligation (CDO) transactions at different rating levels. We are publishing this article to help market participants better understand our assumptions relating to the corporate credit rating transition matrix. This article supplements our criteria article for rating corporate cash flow and synthetic CDOs, "Update To Global Methodologies And Assumptions For Corporate Cash Flow And Synthetic CDOs," published Sept. 17, 2009. 2. Standard&Poor's is clarifying its assumptions relating to the corporate credit rating transition matrix, which is consistent
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| Brief Excerpt: | RESEARCH Ratings Definitions Criteria | Structured Finance | CDOs: Supplementary Assumptions Relating To CDO Evaluator Version 5.0: The Corporate Credit Rating Transition Matrix Publication date: 06-Nov-2009 Quantitative Analytics...
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| Report Type: | Commentary
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| Sector: | Global Issuers, Public Finance, Structured Finance
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| Free Sample: |
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S&P Credit Research provides analysis on issuers and debt obligations of corporations, states and municipalities, financial institutions, insurance companies and sovereign governments. S&P also offers insight into the credit risk of structured finance deals, providing an independent view of credit risk associated with a growing array of debt-securitized instruments.
