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S&P Publishes January 2011 Global SROC Report
Standard & Poors, March 2011
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: News
This product is a is a brief one-page announcement of no more than 500 words with a quote from the analyst. It is media and investor focused with no accompanying commentary article.
LONDON (Standard & Poor's) March 1, 2011--Standard & Poor's Ratings Services today published its monthly Global SROC Report. Since the December report, there have been 161 rating actions in that time. A breakdown of the 161 rating actions is given in the opening table of the report. The report provides SROC (synthetic rated overcollateralization) and other performance metrics on 1,725 individual CDO tranches. This represents publicly rated transactions in Europe, U.S., Japan, Hong Kong, Singapore, and Australasia, for which currently outstanding ratings were assigned on or before Dec. 31, 2010. We base our analysis on portfolio compositions as reported to us up to the end of January 2011. Class rating information is also correct to that date. For the transactions...
Companies mentioned in this report are: Atlas II CDO PLC
Action: General Comment
Atlas II CDO PLC