CDO Rating Methodology: Some Thoughts on Model Risk and its Implications-Reference-Cited by-同舟云学术

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CDO Rating Methodology: Some Thoughts on Model Risk and its Implications

Published:2004 Issue: Volume: Page:
ISSN:1556-5068
Container-title:SSRN Electronic Journal
language:en
Short-container-title:SSRN Journal

Author:

Fender Ingo,Kiff John

Publisher

Elsevier BV

Reference20 articles.

1. Rating Mezzanine Securities in Structured Finance Transactions: The Impact of an Expected Value Approach;M Adelson;Moody's Investors Service Structured Finance Special Report,1999

2. CDO and ABS underperformance: A correlation story;M Adelson;Journal of Fixed Income,2003

3. The credit spread puzzle;J Amato;Bank for International Settlements,2003

4. The Binomial Expansion Method Application to CBO/CLO Analysis;A Cifuentes;Moody's Investors Service Structured Finance Special Report,1996

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