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VALUATION

A New Method for Credit-Enhancement Standards

Pages 82-89 | Published online: 02 Jan 2019

References

  • Fons, Jerome S.. 1994. “Using Default Rates to Model Term Structure of Credit Risk.”New York: Moody's Investors Service.
  • Lucas, R.E.. 1976. “Econometric Policy Evaluation: A Critique.” The Phillips Curve and Labor Markets Edited by K. Brunner and A.H. Meltzer. Carnegie-Rochester Conference Series on Public Policy, vol. 1.Amsterdam: North-Holland.
  • Moody's Investors Service. 1991. “Rating Cash Flow Transactions Backed by Corporate Debt—Appendix A.” Mathematics of Calculating Portfolio Credit Risk. New York: Structured Finance Research and Company.
  • Moody's Investors Service. 1993a. “Moody's Approach to Evaluating Derivative Products Subsidiaries.” Moody's Special Comment.New York: Moody's Investors Service.
  • Moody's Investors Service. 1993b. “Corporate Bond Defaults and Default Rates 1970–1992.” Moody's Special Report.New York: Moody's Investors Service.
  • Moody's Investors Service. 1994. “Moody's Structural Finance Special Report.” Moody's Special Report.New York: Moody's Investors Service.

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