Quantcast

Fitch: Market-based approaches key for asset correlation modeling

Analysts at rating agency Fitch Ratings warned recently against relying solely on historical credit default or ratings data to decipher the level of risk involved in a particular CDO tranche. Instead, using market-based methodologies provides a more accurate picture of the amount of risk inherent in a prospective investment.

...

To continue reading, log in, register or subscribe below.Calendars are available to registered users of The Bond Buyer web site.
Please log in below with the credentials you established at the time of your subscription or when you set up a free trial. If you have never set up an account with The Bond Buyer, please click the "Free trial" link below to set up your account.

Already a subscriber? Log in here.

Please note you must now log in with your email address and password.

 

Upcoming Events

Already a subscriber? Log in here
Please note you must now log in with your email address and password.