Scribd Logo
Upload

Welcome to Scribd!

  • Book 1

    Uploaded by

    Sara Martinelli
    3 views1 page
    Preliminary steps SPONSOR REQUESTS A RATING PRIMARY ANALYST ASSIGNED Discussion Detailed transaction book submission Detailed Term sheet submission Engagement letter structural basics and legal structure review TRANSACTION RATING ISSUED Default probability sizing Collateral manager review Loss severity sizing Collateral and structural features review Required tranche credit support level Rating Commitee: preliminary rating Final review CDO Evaluator.

    Original Description:

    Copyright

    © Attribution Non-Commercial (BY-NC)

    Available Formats

    PDF, TXT or read online from Scribd

    Did you find this document useful?

    Is this content inappropriate?

    Report this Document
    Preliminary steps SPONSOR REQUESTS A RATING PRIMARY ANALYST ASSIGNED Discussion Detailed transaction book submission Detailed Term sheet submission Engagement letter structural basics and legal structure review TRANSACTION RATING ISSUED Default probability sizing Collateral manager review Loss severity sizing Collateral and structural features review Required tranche credit support level Rating Commitee: preliminary rating Final review CDO Evaluator.

    Copyright:

    Attribution Non-Commercial (BY-NC)
    Download as PDF, TXT or read online from Scribd
    Flag for inappropriate content
    3 views1 page

    Book 1

    Uploaded by

    Sara Martinelli
    Preliminary steps SPONSOR REQUESTS A RATING PRIMARY ANALYST ASSIGNED Discussion Detailed transaction book submission Detailed Term sheet submission Engagement letter structural basics and legal structure review TRANSACTION RATING ISSUED Default probability sizing Collateral manager review Loss severity sizing Collateral and structural features review Required tranche credit support level Rating Commitee: preliminary rating Final review CDO Evaluator.

    Copyright:

    Attribution Non-Commercial (BY-NC)
    Download as PDF, TXT or read online from Scribd
    Flag for inappropriate content
    of 1

    Preliminary steps

    RATING
    SPONSOR REQUESTS A 

    ASSIGNED
    PRIMARY ANALYST 
    Structural 
    Detailed 
    Detailed Term  basics and 
    transaction  Engagement 
    Discussion sheet  legal 
    book  letter
    submission structure 
    submission
    review

    ISSUED
    TRANSACTION RATING 
    Collateral  Required 
    Rating 
    Default  Collateral  Loss  and  tranche 
    Commitee:  Final 
    probability  manager  severity  structural  credit 
    preliminary  review
    sizing review Sizing features  support 
    rating
    review level

    CDO Evaluator 5.1

    You might also like