Standard & Poor's Ratings Services has announced the release of new versions of its CDO Evaluator Desktop models to reflect recently revised analytic assumptions. S&P released two versions of the model: CDO Evaluator 4.0, which replaces CDO Evaluator 3.3 and 3.1; and CDO Evaluator 2.6, which replaces the 2.4.3 model. CDO Evaluator 4.0 incorporates asset re-classifications, correlation revisions for certain residential mortgage-backed securities and RMBS-related securities, a Chinese interface, and several other enhancements, the rating agency said. S&P said it is also in the process of updating its CDO Evaluator Engine, CDS Accelerator, and CDS Xpress tools. The rating agency can be found on the Web at http://www.standardandpoors.com.
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