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Yoshizawa et al., 2003 - Google Patents

Moody's approach to rating synthetic CDOs

Yoshizawa et al., 2003

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Document ID
7130326152652599963
Author
Yoshizawa Y
Witt G
Publication year
Publication venue
Structured Finance

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Snippet

Synthetic CDOs have gained tremendous popularity since their initial appearance in 1997. In Europe, where the synthetic CDO market is more established, synthetic CDOs accounted for 85%(by number) of all CDOs rated by Moody's in 2002. In the US, they have grown to …
Continue reading at www.globalriskguard.com (PDF) (other versions)

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