Moody’s Re-examines ABS CDO Correlation

Moody’s Investors Service is re-examining its correlation assumptions for tranches of collateralized debt obligations backed by asset-backed securities going into other CDOs.

  • 15 May 2007

--Olivia Thetgyi

Moody’s Investors Service is re-examining its correlation assumptions for tranches of collateralized debt obligations backed by asset-backed securities going into other CDOs. The agency is taking another look at the area as correlation between ABS CDO tranches may have increased in the past few months. "The increase ...

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GlobalCapital European securitization league table

Rank Lead Manager/Arranger Share % by Volume
1 Societe Generale 41.30
2 Rabobank 35.35
3 Morgan Stanley 11.45
4 BNP Paribas 5.95
4 Credit Agricole 5.95

Bookrunners of Global Structured Finance

Rank Lead Manager Amount $m No of issues Share %
  • Last updated
  • 16 Jan 2017
1 SG Corporate & Investment Banking 1,260.06 2 126,006,164,037.19%
2 Rabobank 1,081.86 1 108,185,922,974.77%
3 Wells Fargo Securities 430.57 1 43,057,020,785.00%
4 SK Securities 192.86 1 19,286,162,593.99%
4 Meritz Financial Group Inc 192.86 1 19,286,162,593.99%