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Global SROC Report: December 2007 Portfolio Benchmarks And SROC For 3,563 Synthetic CDO Tranches Jan 08
Standard & Poors, Jan 2008
Abstract
(Editor's note: The tables in this article are designed for exporting into certain Standard & Poor's products. Therefore, printing quality may vary. Changing your page orientation to landscape mode, reducing your page margins, and/or reducing the text size in your browser may improve the printed output.) Since the November 2007 SROC (synthetic rated overcollateralization) report, 224 tranches have been subject to rating actions (see table 1). We are currently undertaking a full review of the tranches for which the SROC figure as at month-end December was below 100%. We will publish the appropriate actions in our January rating action media release, which is due shortly. The report was run using month-end numbers and before any ratings upgrades or downgrades, making...
Standard and Poors RatingsXpress Credit Research provides in-depth coverage of international corporates, financial institutions, insurance companies, utilities, sovereigns and structured finance programs. RatingsXpress Credit Research lets users determine the credit rating of holdings and identify key factors underlying an issuer's creditworthiness, distinguishes the different risk exposures for new and existing deals, and provides an understanding of how their analysts interpret key regulatory, political and environmental events and their economic impact.
Research Type: Commentary
Criteria articles describe the thought process and methodology Standard & Poor's analysts use in determining ratings. These commentary pieces discuss both the quantitative (economic and financial) and qualitative (business analysis and caliber of management) aspects of the analysis, as well as legal issues.
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