NEW YORK, Aug 27, 2007 (BUSINESS WIRE) --

Fitch Ratings has affirmed one class of notes issued by North Street Reference Linked Notes 2002-3A, Ltd. (North Street 2002-3A ( Read more... )

Awards: January 2002 | VOL 15 / NO 1 ( Read more... )

How S&P put the triple A into CPDO

By Paul J Davies, Published: May 17 2007 03:00 | Last updated: May 17 2007 03:00

Last summer a team of financial whizzkids at ABN Amro, the investment bank, developed a new debt product that has since taken the markets by storm. Using complex mathematics, the designers had wanted to create an instrument that ( Read more... )

• Calibration of CDO Tranches with the dynamical Generalized-Poisson Loss model, Brigo, Pallavicini, Torresetti (2006).
  
  
• Pricing Credit from the top down with affine point processes, Errais, Giesecke, Goldberg (2006).
  
• Portfolio losses and the term structure of loss transition rates : a new methodology for the pricing of portfolio credit derivatives, ( Read more... )

Crash course in too much leverage

July 7, 2007

There is a lesson for us all in Bear Stearns' CDO woes, writes Simon Hoyle - debt can turn nasty, so monitor it closely ( Read more... )

juin 28 2007 10:14AM EDT ( Read more... )

Cox Says SEC Probing Credit-Rating Agencies, Issuers: Video
Sept. 26 (Bloomberg) --

U.S. Securities and Exchange Commission Chairman Christopher Cox testifies before the Senate Banking Committee in Washington about the SEC's probe of whether Wall Street pressured Standard & Poor's, Moody's Investors Service and other credit-rating companies to ( Read more... )

Standard's and Poor's reaction to the recent criticism that the media have voiced against CRAs

Crise du crédit: DBRS revoit ses méthodes de notation

22 août 2007 - 11h34 Presse Canadienne

La firme de notation de crédit DBRS (Dominion Bond Rating Service) revoit ses méthodes d’évaluation des produits du marché de la dette, après les perturbations survenues du côté du papier commercial adossé à des actifs (PCAA) la semaine dernière ( Read more... )

A few penetrating thoughts here..

Or completely at the opposite http://www.fsa.com/pdfs/SubprimeRMBS080607FSA.pdfRead more... )