Moody’s warns of CLO changes as ratings face six-notch cut

By Michael Peterson

Thursday, February 05, 2009

Moody's has made big changes to its methodology for rating cashflow CLOs

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Comment by: Anonymous. Posted 15 years ago [2009-02-05 16:33:55]

That last paragraph is becoming a topic of its own. See following posted yesterday: http://expectedloss.blogspot.com/2009/02/elephant-in-room.html

Comment by: Anonymous. Posted 15 years ago [2009-02-05 15:46:04]

Is there any official press-release or paper from Moody's yet? Their website does not show anything on this yet (only CSO criteria change of two weeks ago).

CLOs

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