Assessing the Credit Risk of CDOs Backed by Structured Finance Securities

• 31 October 2007
• journal article
• Published by With Intelligence LLC in The Journal of Structured Finance
• Vol. 13  (3) , 43-59
• https://doi.org/10.3905/jsf.2007.698655

Abstract

Keywords

• FINANCE SECURITIES
• CDOS BACKED
• STRUCTURED FINANCE
• CREDIT RISK
• ASSESSING THE CREDIT