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Moody's says Quebecor World is in 45 European CSOs
Friday, January 25, 2008
Moody's says that 45 managed and static synthetic CDOs rated by its European office had exposure to Quebecor World. It says the Canadian printing company's bankruptcy may affect the ratings on nine of those deals.
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CLO index levels:
| Index | 21 May |
|
| CFlux USD AAA | ↑ | 96.2 |
| CFlux USD AA | ↑ |
88.3 |
| CFlux USD A | ↓ | 84.1 |
| CFlux USD BBB | ↓ | 75.3 |
| CFlux USD BB | ↓ |
74.1 |
| CFlux USD EQ | ↑ | 77.5 |
