Moody’s Methodology For De-Linking Swap Counterparty Credit Risk
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Moody’s Methodology For De-Linking Swap Counterparty Credit Risk

To describe its most recent approach to de-linking the credit risk of a swap provider (a Provider) from structured transactions, on Nov. 12, 2013, Moody’s Investors Service published Approach to Assessing Swap Counterparties in Structured Finance Cash Flow Transactions.

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