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European Synthetic CDO CreditWatch Actions After Running April 2011 Month-End SROC Figures May 11
Standard & Poors, May 2011
The following table provides the tranches, series, and synthetic rated overcollateralization (SROC) figures for the six European synthetic collateralized debt obligation (CDO) tranches affected after running the April 2011 month-end SROC figures. For the related media release, please see "S&P Takes CreditWatch Actions On European Synthetic CDOs After Running April 2011 Month-End SROC Figures," published on May 16, 2011. Please click "View Expanded Table" to see the column: "ISIN". S&P Takes CreditWatch Actions On European Synthetic CDOs After Running April 2011 Month-End SROC Figures, May 16, 2011 Counterparty And Supporting Obligations Methodology And Assumptions, Dec. 6, 2010 Revised Methodologies And Assumptions For Global Synthetic CDO Surveillance, Sept. 30, 2010 CDO Spotlight: What Is A Synthetic CDO?, April 30, 2010 Update...
Companies mentioned in this report are: UBS AG (London Branch),Xelo PLC,Claris Ltd.,Brooklands Euro Referenced Linked Notes 2004-1 Ltd.,Corsair (Jersey) No. 4 Ltd.,Credit Default Swap
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Research Type: Commentary
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UBS AG (London Branch),Xelo PLC,Claris Ltd.,Brooklands Euro Referenced Linked Notes 2004-1 Ltd.,Corsair (Jersey) No. 4 Ltd.,Credit Default Swap