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Implications of stochastic recovery rates in evaluating CDO tranches

Authors :
Garcia, Tania
Maghakian, Arthur
Sharma, Sanjay
Source :
Journal of Fixed Income. Dec, 2004, Vol. 14 Issue 3, p64, 8 p.
Publication Year :
2004

Abstract

The binomial expansion technique (BET) originally proposed by Moody's has evolved as a standard technique financial institutions and other market participants use to rate tranches of collateralized bond obligations (CBOs) [...]

Subjects

Subjects :
Collateralized debt obligations -- Research
Banking, finance and accounting industries
Business

Details

Language :
English
ISSN :
10598596
Volume :
14
Issue :
3
Database :
Gale General OneFile
Journal :
Journal of Fixed Income
Publication Type :
Periodical
Accession number :
edsgcl.127283663

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